+209.0%
B vs VNQ
+392.5%
-183.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +9.4% | -2.9% | +12.4% | +10.3% |
| 3M | +5.0% | +0.8% | +4.2% | +4.7% |
| 6M | -3.5% | +2.5% | -6.0% | -4.0% |
| YTD | +4.5% | +10.6% | -6.2% | +2.0% |
| 1Y | +67.8% | +9.1% | +58.7% | +64.3% |
| 3Y | +196.7% | +31.0% | +165.7% | +178.2% |
| 5Y | +151.9% | +4.9% | +147.0% | +147.1% |
| 10Y | +202.2% | +59.5% | +142.7% | +165.8% |
| All | +209.0% | +392.5% | -183.5% | +108.9% |
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