+32.1%
VEEV vs VLTO
+26.2%
+5.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | -5.2% | -1.6% | -3.6% | -4.4% |
| 30D | +14.9% | -2.9% | +17.8% | +16.5% |
| 3M | +58.4% | +12.7% | +45.7% | +50.6% |
| 6M | +35.5% | +1.6% | +33.9% | +34.4% |
| YTD | +18.6% | -4.0% | +22.6% | +20.4% |
| 1Y | -6.3% | -10.2% | +3.8% | -2.5% |
| All | +32.1% | +26.2% | +5.9% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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