-0.9%
TLT vs VEEV
+18.2%
-19.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.5% |
| 7D | -0.3% | -7.1% | +6.8% | +0.1% |
| 30D | 0.0% | +11.1% | -11.1% | -0.7% |
| 3M | -2.9% | +55.5% | -58.4% | -5.4% |
| 6M | -6.3% | +33.4% | -39.6% | -8.0% |
| YTD | -3.3% | +16.8% | -20.2% | -4.3% |
| 1Y | -4.2% | -7.7% | +3.5% | -3.6% |
| All | -0.9% | +18.2% | -19.2% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling