+62.5%
VWO vs VEEV
+18.9%
+43.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -1.8% | -4.6% | +2.8% | -1.4% |
| 30D | -0.1% | +8.6% | -8.7% | -0.9% |
| 3M | +2.2% | +62.4% | -60.2% | -2.2% |
| 6M | +8.8% | +40.3% | -31.5% | +5.5% |
| YTD | +12.4% | +17.5% | -5.2% | +11.1% |
| 1Y | +15.6% | -6.1% | +21.7% | +17.3% |
| 3Y | +62.5% | +16.7% | +45.8% | +57.9% |
| All | +62.5% | +18.9% | +43.6% | +57.9% |
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