+800.0%
VGT vs VEEV
+556.2%
+243.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.2% | -4.6% | +4.4% | +1.4% |
| 30D | -0.4% | +8.6% | -9.1% | -3.7% |
| 3M | +4.4% | +62.4% | -58.0% | -13.1% |
| 6M | +32.1% | +40.3% | -8.2% | +14.8% |
| YTD | +28.8% | +17.5% | +11.2% | +18.7% |
| 1Y | +35.3% | -6.1% | +41.5% | +34.9% |
| 3Y | +124.8% | +16.7% | +108.1% | +99.0% |
| 5Y | +137.9% | -13.3% | +151.3% | +127.0% |
| All | +800.0% | +556.2% | +243.8% | +341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling