+543.1%
VEEV vs NLY
+81.8%
+461.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.6% | -4.0% | -0.6% | -3.6% |
| 30D | +8.6% | -5.2% | +13.9% | +10.3% |
| 3M | +62.4% | +2.8% | +59.6% | +61.4% |
| 6M | +40.3% | +4.2% | +36.1% | +38.7% |
| YTD | +17.5% | +4.7% | +12.9% | +16.0% |
| 1Y | -6.1% | +12.7% | -18.9% | -9.2% |
| 3Y | +16.7% | +62.5% | -45.9% | +2.5% |
| 5Y | -13.3% | +26.3% | -39.7% | -21.4% |
| All | +543.1% | +81.8% | +461.3% | +491.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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