+602.3%
VEEV vs VNQ
+130.9%
+471.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.6% |
| 7D | -8.2% | -2.6% | -5.6% | -6.7% |
| 30D | +10.3% | -2.3% | +12.7% | +11.9% |
| 3M | +59.4% | -2.8% | +62.2% | +62.3% |
| 6M | +37.6% | +2.5% | +35.1% | +35.1% |
| YTD | +16.9% | +8.4% | +8.5% | +10.7% |
| 1Y | -5.0% | +6.8% | -11.7% | -9.2% |
| 3Y | +18.5% | +29.9% | -11.5% | -1.2% |
| 5Y | -13.8% | +7.2% | -21.0% | -18.9% |
| 10Y | +547.0% | +62.5% | +484.4% | +362.3% |
| All | +602.3% | +130.9% | +471.4% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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