+1,142.3%
VST vs VEEV
+676.3%
+466.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +10.9% | -1.9% | +12.8% | +11.3% |
| 30D | -15.6% | +3.0% | -18.6% | -16.2% |
| 3M | -7.8% | +28.8% | -36.6% | -12.5% |
| 6M | -12.0% | +91.3% | -103.2% | -23.5% |
| YTD | -16.9% | +36.5% | -53.4% | -23.0% |
| 1Y | -25.1% | +1.9% | -27.0% | -26.1% |
| 3Y | +297.1% | +84.6% | +212.4% | +241.0% |
| 5Y | +641.9% | -2.6% | +644.5% | +599.8% |
| 10Y | +1,142.3% | +669.4% | +472.9% | +747.8% |
| All | +1,142.3% | +676.3% | +466.0% | +747.8% |
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