+1,238.2%
VST vs VEEV
+557.0%
+681.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.3% |
| 7D | +9.9% | -5.2% | +15.0% | +10.9% |
| 30D | +7.9% | +14.9% | -7.0% | +4.8% |
| 3M | +3.4% | +58.4% | -54.9% | -6.4% |
| 6M | -4.1% | +35.5% | -39.6% | -10.9% |
| YTD | -5.7% | +18.6% | -24.3% | -10.1% |
| 1Y | -18.9% | -6.3% | -12.5% | -18.8% |
| 3Y | +359.1% | +20.2% | +338.8% | +328.2% |
| 5Y | +766.9% | -13.8% | +780.7% | +737.0% |
| All | +1,238.2% | +557.0% | +681.2% | +821.6% |
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