+799.8%
ALL vs VNQ
+392.1%
+407.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -4.7% | -2.5% | -2.1% | -3.1% |
| 3M | +18.4% | +1.4% | +17.0% | +17.3% |
| 6M | +20.5% | +4.6% | +16.0% | +16.8% |
| YTD | +23.5% | +10.5% | +13.0% | +15.3% |
| 1Y | +29.0% | +8.4% | +20.6% | +21.8% |
| 3Y | +153.7% | +32.4% | +121.3% | +107.4% |
| 5Y | +114.8% | +5.5% | +109.3% | +100.4% |
| 10Y | +356.1% | +59.1% | +297.1% | +216.9% |
| All | +799.8% | +392.1% | +407.7% | +156.5% |
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