+612.7%
VEEV vs VCLT
+53.8%
+559.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | +14.9% | -0.6% | +15.5% | +15.2% |
| 3M | +58.4% | -2.2% | +60.6% | +59.8% |
| 6M | +35.5% | -2.9% | +38.4% | +37.1% |
| YTD | +18.6% | -2.1% | +20.7% | +19.7% |
| 1Y | -6.3% | -2.6% | -3.8% | -5.4% |
| 3Y | +20.2% | +12.5% | +7.7% | +15.1% |
| 5Y | -13.8% | -15.3% | +1.5% | -13.2% |
| 10Y | +542.0% | +16.6% | +525.4% | +577.6% |
| All | +612.7% | +53.8% | +559.0% | +695.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling