+201.4%
B vs VNQ
+64.0%
+137.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | +6.3% | -2.6% | +8.9% | +7.4% |
| 3M | +12.1% | -2.0% | +14.2% | +13.0% |
| 6M | -3.1% | +4.3% | -7.4% | -4.5% |
| YTD | +2.0% | +9.2% | -7.3% | -1.2% |
| 1Y | +51.7% | +5.6% | +46.1% | +48.8% |
| 3Y | +190.5% | +30.8% | +159.7% | +164.5% |
| 5Y | +158.0% | +8.0% | +150.0% | +145.8% |
| All | +201.4% | +64.0% | +137.4% | +166.8% |
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 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