+147.3%
VXUS vs VEEV
+556.2%
-408.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.4% | -4.6% | +3.2% | -0.7% |
| 30D | -0.5% | +8.6% | -9.1% | -2.2% |
| 3M | +2.6% | +62.4% | -59.9% | -6.4% |
| 6M | +10.9% | +40.3% | -29.4% | +3.4% |
| YTD | +16.1% | +17.5% | -1.4% | +11.6% |
| 1Y | +22.3% | -6.1% | +28.4% | +22.3% |
| 3Y | +72.0% | +16.7% | +55.3% | +61.5% |
| 5Y | +54.1% | -13.3% | +67.5% | +48.9% |
| All | +147.3% | +556.2% | -408.9% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling