+543.1%
VEEV vs VCLT
+17.1%
+526.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.6% | -1.4% | -3.3% | -4.0% |
| 30D | +8.6% | -1.2% | +9.8% | +9.3% |
| 3M | +62.4% | -4.8% | +67.2% | +66.4% |
| 6M | +40.3% | -2.6% | +42.8% | +42.1% |
| YTD | +17.5% | -3.3% | +20.9% | +19.6% |
| 1Y | -6.1% | -4.8% | -1.3% | -3.8% |
| 3Y | +16.7% | +11.5% | +5.2% | +10.8% |
| 5Y | -13.3% | -17.0% | +3.6% | -10.3% |
| All | +543.1% | +17.1% | +526.1% | +571.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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