+135.2%
VXUS vs VEEV
+693.5%
-558.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | -1.1% | +1.4% | -2.5% | -1.4% |
| 3M | -5.6% | +19.4% | -25.0% | -8.4% |
| 6M | -2.3% | +93.6% | -95.9% | -12.5% |
| YTD | +10.4% | +35.1% | -24.7% | +4.1% |
| 1Y | +13.1% | +3.4% | +9.7% | +11.3% |
| 3Y | +68.0% | +81.4% | -13.4% | +48.2% |
| 5Y | +45.8% | -5.1% | +50.9% | +39.1% |
| 10Y | +144.7% | +661.2% | -516.6% | +71.9% |
| All | +135.2% | +693.5% | -558.3% | +58.3% |
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