+608.4%
VST vs VEEV
-4.9%
+613.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +6.6% | -0.7% | +7.3% | +6.7% |
| 30D | -12.4% | +1.4% | -13.8% | -12.7% |
| 3M | -9.0% | +19.4% | -28.3% | -12.1% |
| 6M | -6.4% | +93.6% | -100.1% | -18.4% |
| YTD | -17.2% | +35.1% | -52.3% | -22.2% |
| 1Y | -22.0% | +3.4% | -25.4% | -22.1% |
| 3Y | +296.7% | +81.4% | +215.3% | +244.8% |
| All | +608.4% | -4.9% | +613.3% | +526.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling