+523.9%
VEEV vs ELF
+303.8%
+220.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -4.6% | -11.6% | +7.0% | -2.7% |
| 30D | +8.6% | +4.6% | +4.0% | +7.8% |
| 3M | +62.4% | +59.7% | +2.7% | +50.3% |
| 6M | +40.3% | +21.2% | +19.0% | +34.6% |
| YTD | +17.5% | +27.4% | -9.9% | +11.3% |
| 1Y | -6.1% | -29.8% | +23.7% | -3.8% |
| 3Y | +16.7% | -28.5% | +45.1% | +11.3% |
| 5Y | -13.3% | +220.0% | -233.4% | -38.0% |
| All | +523.9% | +303.8% | +220.1% | +303.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling