+224.6%
VT vs VEEV
+676.3%
-451.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.7% | -1.9% | +1.2% | -0.3% |
| 30D | -1.7% | +3.0% | -4.8% | -2.4% |
| 3M | -2.3% | +28.8% | -31.1% | -7.7% |
| 6M | +1.5% | +91.3% | -89.8% | -12.4% |
| YTD | +12.0% | +36.5% | -24.5% | +3.4% |
| 1Y | +12.9% | +1.9% | +11.0% | +11.0% |
| 3Y | +74.9% | +84.6% | -9.7% | +46.6% |
| 5Y | +59.9% | -2.6% | +62.5% | +50.3% |
| 10Y | +224.6% | +669.4% | -444.8% | +104.0% |
| All | +224.6% | +676.3% | -451.7% | +104.0% |
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