+176.9%
XLE vs VEEV
+552.6%
-375.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.5% | -8.2% | +8.7% | +1.4% |
| 30D | +6.6% | +10.3% | -3.7% | +5.2% |
| 3M | +12.3% | +59.4% | -47.1% | +6.2% |
| 6M | +18.4% | +37.6% | -19.2% | +13.6% |
| YTD | +47.2% | +16.9% | +30.3% | +43.6% |
| 1Y | +50.3% | -5.0% | +55.2% | +50.2% |
| 3Y | +55.3% | +18.5% | +36.8% | +48.9% |
| 5Y | +226.0% | -13.8% | +239.8% | +220.2% |
| All | +176.9% | +552.6% | -375.7% | +88.1% |
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 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