+496.7%
BA vs VNQ
+392.5%
+104.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.2% | -1.3% | +2.4% | +1.9% |
| 30D | -11.6% | -2.9% | -8.7% | -10.1% |
| 3M | -2.4% | +0.8% | -3.2% | -3.1% |
| 6M | -6.6% | +2.5% | -9.1% | -8.0% |
| YTD | -2.2% | +10.6% | -12.9% | -7.9% |
| 1Y | -8.0% | +9.1% | -17.1% | -12.7% |
| 3Y | -5.0% | +31.0% | -36.0% | -19.6% |
| 5Y | -2.7% | +4.9% | -7.6% | -6.0% |
| 10Y | +75.9% | +59.5% | +16.4% | +43.2% |
| All | +496.7% | +392.5% | +104.2% | +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 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