-100.0%
SQQQ vs VEEV
+556.2%
-656.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.1% |
| 7D | +1.8% | -4.6% | +6.4% | -2.5% |
| 30D | +4.2% | +8.6% | -4.5% | +13.4% |
| 3M | -3.3% | +62.4% | -65.7% | +51.7% |
| 6M | -43.6% | +40.3% | -83.9% | -22.8% |
| YTD | -41.9% | +17.5% | -59.4% | -32.3% |
| 1Y | -50.6% | -6.1% | -44.5% | -53.7% |
| 3Y | -89.3% | +16.7% | -106.0% | -85.5% |
| 5Y | -94.8% | -13.3% | -81.4% | -92.0% |
| All | -100.0% | +556.2% | -656.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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