+163.5%
XRT vs VEEV
+693.5%
-530.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.7% | -0.7% | +2.5% | +1.9% |
| 30D | +7.5% | +1.4% | +6.1% | +7.2% |
| 3M | +2.2% | +19.4% | -17.2% | -2.2% |
| 6M | +14.7% | +93.6% | -79.0% | -2.0% |
| YTD | +7.5% | +35.1% | -27.6% | -1.0% |
| 1Y | +14.1% | +3.4% | +10.8% | +11.4% |
| 3Y | +58.8% | +81.4% | -22.6% | +33.9% |
| 5Y | -3.9% | -5.1% | +1.2% | -10.1% |
| 10Y | +137.7% | +661.2% | -523.6% | +51.4% |
| All | +163.5% | +693.5% | -530.0% | +58.4% |
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