+11.8%
TLT vs VEEV
+623.9%
-612.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +0.1% |
| 7D | -0.4% | -0.6% | +0.1% | -0.4% |
| 30D | -0.6% | +28.8% | -29.4% | -0.3% |
| 3M | -2.7% | +54.0% | -56.8% | -2.2% |
| 6M | -5.6% | +46.0% | -51.6% | -5.2% |
| YTD | -2.8% | +23.2% | -26.0% | -2.5% |
| 1Y | -1.4% | +1.9% | -3.3% | -1.4% |
| 3Y | -1.6% | +27.0% | -28.6% | -1.1% |
| 5Y | -33.8% | -13.4% | -20.4% | -34.5% |
| 10Y | -21.1% | +575.2% | -596.4% | -12.0% |
| All | +11.8% | +623.9% | -612.2% | +27.1% |
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