+89.4%
AGG vs VNQ
+386.3%
-296.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -1.1% | -2.6% | +1.4% | -1.1% |
| 3M | -1.9% | -2.0% | +0.1% | -1.9% |
| 6M | -1.7% | +4.3% | -6.0% | -1.7% |
| YTD | -1.3% | +9.2% | -10.5% | -1.3% |
| 1Y | -0.7% | +5.6% | -6.4% | -0.8% |
| 3Y | +12.5% | +30.8% | -18.4% | +12.4% |
| 5Y | -2.5% | +8.0% | -10.5% | -2.7% |
| 10Y | +14.2% | +63.7% | -49.5% | +14.7% |
| All | +89.4% | +386.3% | -296.9% | +94.1% |
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