+1,205.2%
VST vs VEEV
+699.2%
+506.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +7.1% |
| 7D | -0.5% | -0.2% | -0.3% | -0.6% |
| 30D | -17.1% | +3.5% | -20.5% | -17.7% |
| 3M | -4.6% | +32.9% | -37.5% | -10.0% |
| 6M | -9.1% | +84.2% | -93.3% | -20.4% |
| YTD | -16.6% | +37.3% | -53.9% | -22.8% |
| 1Y | -29.5% | +3.9% | -33.4% | -30.7% |
| 3Y | +297.5% | +83.9% | +213.6% | +241.8% |
| 5Y | +654.5% | -4.3% | +658.8% | +614.3% |
| 10Y | +1,205.2% | +669.1% | +536.2% | +789.0% |
| All | +1,205.2% | +699.2% | +506.1% | +789.0% |
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