+64.3%
XLF vs VEEV
-13.7%
+78.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -1.5% | -4.6% | +3.2% | -0.7% |
| 30D | -1.2% | +8.6% | -9.8% | -2.7% |
| 3M | +9.2% | +62.4% | -53.2% | +0.2% |
| 6M | +16.3% | +40.3% | -23.9% | +9.0% |
| YTD | +5.4% | +17.5% | -12.1% | +1.7% |
| 1Y | +7.6% | -6.1% | +13.7% | +7.7% |
| 3Y | +74.2% | +16.7% | +57.5% | +64.8% |
| All | +64.3% | -13.7% | +78.0% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling