+16.0%
VEEV vs VCLT
+11.3%
+4.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.9% |
| 7D | -8.2% | -1.3% | -6.9% | -7.4% |
| 30D | +10.3% | -1.1% | +11.4% | +11.2% |
| 3M | +59.4% | -3.7% | +63.1% | +63.3% |
| 6M | +37.6% | -4.0% | +41.6% | +41.4% |
| YTD | +16.9% | -3.4% | +20.3% | +19.6% |
| 1Y | -5.0% | -4.1% | -0.8% | -2.3% |
| All | +16.0% | +11.3% | +4.7% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling