-13.8%
VEEV vs ELF
+217.8%
-231.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.9% |
| 7D | -8.2% | -10.8% | +2.6% | -6.2% |
| 30D | +10.3% | +0.8% | +9.5% | +10.0% |
| 3M | +59.4% | +64.8% | -5.4% | +44.4% |
| 6M | +37.6% | +19.0% | +18.6% | +31.6% |
| YTD | +16.9% | +25.9% | -9.0% | +9.8% |
| 1Y | -5.0% | -28.8% | +23.8% | -2.0% |
| 3Y | +18.5% | -29.6% | +48.1% | +9.0% |
| 5Y | -13.8% | +216.2% | -230.1% | -64.9% |
| All | -13.8% | +217.8% | -231.6% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling