+241.1%
XLU vs VEEV
+586.8%
-345.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.2% | -8.2% | +7.0% | -0.5% |
| 30D | -2.5% | +10.3% | -12.9% | -3.5% |
| 3M | -2.7% | +59.4% | -62.1% | -6.6% |
| 6M | -7.5% | +37.6% | -45.0% | -10.3% |
| YTD | +0.9% | +16.9% | -16.0% | -0.9% |
| 1Y | +3.3% | -5.0% | +8.3% | +3.2% |
| 3Y | +47.3% | +18.5% | +28.8% | +42.8% |
| 5Y | +44.4% | -13.8% | +58.2% | +41.8% |
| 10Y | +140.8% | +547.0% | -406.1% | +109.6% |
| All | +241.1% | +586.8% | -345.7% | +195.2% |
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