+77.9%
VUG vs VEEV
+80.8%
-3.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | -6.3% | +1.4% | -7.7% | -6.5% |
| 3M | -6.0% | +19.4% | -25.4% | -9.0% |
| 6M | -3.5% | +93.6% | -97.2% | -14.8% |
| YTD | +3.9% | +35.1% | -31.2% | -1.6% |
| 1Y | +5.1% | +3.4% | +1.7% | +5.1% |
| 3Y | +77.9% | +81.4% | -3.5% | +56.8% |
| All | +77.9% | +80.8% | -3.0% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling