+1,278.0%
AAPL vs VNQ
+64.0%
+1,214.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +3.8% | -1.3% | +5.1% | +4.7% |
| 30D | +9.9% | -2.6% | +12.5% | +11.8% |
| 3M | +12.5% | -2.0% | +14.5% | +13.9% |
| 6M | +27.6% | +4.3% | +23.3% | +23.7% |
| YTD | +22.6% | +9.2% | +13.3% | +15.1% |
| 1Y | +45.0% | +5.6% | +39.4% | +39.1% |
| 3Y | +87.8% | +30.8% | +56.9% | +53.9% |
| 5Y | +128.7% | +8.0% | +120.7% | +113.3% |
| All | +1,278.0% | +64.0% | +1,214.0% | +894.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling