+275.9%
VT vs VEEV
+623.9%
-348.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +1.0% | +28.8% | -27.9% | -3.8% |
| 3M | +2.4% | +54.0% | -51.6% | -6.0% |
| 6M | +12.0% | +46.0% | -33.9% | +3.4% |
| YTD | +15.3% | +23.2% | -7.9% | +9.6% |
| 1Y | +22.6% | +1.9% | +20.7% | +20.5% |
| 3Y | +74.7% | +27.0% | +47.6% | +61.4% |
| 5Y | +66.1% | -13.4% | +79.5% | +60.3% |
| 10Y | +225.0% | +575.2% | -350.2% | +125.6% |
| All | +275.9% | +623.9% | -348.0% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling