+84.9%
VUG vs VEEV
+18.2%
+66.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +0.1% | -7.1% | +7.2% | +1.3% |
| 30D | -1.7% | +11.1% | -12.8% | -3.6% |
| 3M | +2.8% | +55.5% | -52.7% | -5.3% |
| 6M | +13.6% | +33.4% | -19.7% | +7.5% |
| YTD | +8.1% | +16.8% | -8.8% | +4.8% |
| 1Y | +13.1% | -7.7% | +20.8% | +14.8% |
| All | +84.9% | +18.2% | +66.7% | +78.9% |
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