+213.7%
VT vs VEEV
+700.8%
-487.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -2.3% | -2.9% | +0.6% | -1.7% |
| 30D | -5.0% | +7.5% | -12.5% | -6.4% |
| 3M | -4.9% | +39.5% | -44.3% | -11.7% |
| 6M | -1.5% | +81.5% | -83.0% | -14.1% |
| YTD | +8.5% | +36.1% | -27.6% | +0.2% |
| 1Y | +11.4% | +4.3% | +7.1% | +8.9% |
| 3Y | +70.1% | +54.8% | +15.2% | +48.2% |
| 5Y | +53.7% | -4.7% | +58.5% | +45.2% |
| All | +213.7% | +700.8% | -487.1% | +97.3% |
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