+588.8%
VUG vs VEEV
+596.9%
-8.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.4% | +0.6% |
| 7D | +0.9% | -5.2% | +6.0% | +2.2% |
| 30D | -1.4% | +14.9% | -16.3% | -5.2% |
| 3M | +2.3% | +58.4% | -56.0% | -9.8% |
| 6M | +15.7% | +35.5% | -19.8% | +5.4% |
| YTD | +8.6% | +18.6% | -10.0% | +2.2% |
| 1Y | +14.1% | -6.3% | +20.4% | +13.7% |
| 3Y | +87.9% | +20.2% | +67.7% | +71.0% |
| 5Y | +76.3% | -13.8% | +90.1% | +69.2% |
| 10Y | +409.7% | +542.0% | -132.4% | +234.6% |
| All | +588.8% | +596.9% | -8.1% | +328.1% |
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