+94.9%
VICI vs VEEV
+374.3%
-279.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.3% | -4.6% | +2.3% | -1.5% |
| 30D | -4.8% | +8.6% | -13.4% | -6.4% |
| 3M | -10.1% | +62.4% | -72.5% | -18.0% |
| 6M | -9.7% | +40.3% | -50.0% | -15.9% |
| YTD | -8.8% | +17.5% | -26.3% | -12.4% |
| 1Y | -20.2% | -6.1% | -14.1% | -20.3% |
| 3Y | -5.8% | +16.7% | -22.5% | -11.7% |
| 5Y | +9.5% | -13.3% | +22.9% | +5.9% |
| All | +94.9% | +374.3% | -279.4% | +71.8% |
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