+329.7%
XLF vs VEEV
+586.3%
-256.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -1.0% | -7.1% | +6.1% | +0.1% |
| 30D | -1.3% | +11.1% | -12.4% | -3.2% |
| 3M | +9.1% | +55.5% | -46.4% | +1.3% |
| 6M | +14.4% | +33.4% | -19.0% | +8.3% |
| YTD | +5.1% | +16.8% | -11.7% | +1.5% |
| 1Y | +8.6% | -7.7% | +16.4% | +8.7% |
| 3Y | +74.4% | +18.4% | +56.1% | +65.1% |
| 5Y | +64.4% | -14.8% | +79.2% | +59.6% |
| 10Y | +251.6% | +546.5% | -294.9% | +145.3% |
| All | +329.7% | +586.3% | -256.6% | +185.3% |
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