+152.9%
XRT vs VEEV
+623.9%
-471.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.7% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | -4.2% | +28.8% | -33.0% | -9.8% |
| 3M | +5.1% | +54.0% | -48.9% | -5.2% |
| 6M | +2.4% | +46.0% | -43.5% | -7.0% |
| YTD | +3.2% | +23.2% | -20.0% | -3.0% |
| 1Y | +1.5% | +1.9% | -0.3% | -0.7% |
| 3Y | +40.6% | +27.0% | +13.5% | +28.1% |
| 5Y | -1.0% | -13.4% | +12.4% | -5.4% |
| 10Y | +128.4% | +575.2% | -446.8% | +49.1% |
| All | +152.9% | +623.9% | -471.0% | +55.2% |
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