+924.9%
VLO vs VEEV
+556.2%
+368.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +5.3% | -4.6% | +9.9% | +5.9% |
| 30D | +18.2% | +8.6% | +9.6% | +16.8% |
| 3M | +53.3% | +62.4% | -9.1% | +43.7% |
| 6M | +70.4% | +40.3% | +30.2% | +62.3% |
| YTD | +143.4% | +17.5% | +125.8% | +136.4% |
| 1Y | +153.0% | -6.1% | +159.1% | +152.7% |
| 3Y | +195.0% | +16.7% | +178.3% | +182.5% |
| 5Y | +618.8% | -13.3% | +632.1% | +604.3% |
| All | +924.9% | +556.2% | +368.7% | +534.8% |
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