+392.9%
BAC vs VNQ
+64.0%
+328.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.4% |
| 7D | 0.0% | -1.3% | +1.3% | +1.0% |
| 30D | -2.8% | -2.6% | -0.2% | -0.8% |
| 3M | +14.2% | -2.0% | +16.3% | +15.8% |
| 6M | +30.5% | +4.3% | +26.2% | +25.7% |
| YTD | +15.8% | +9.2% | +6.6% | +7.4% |
| 1Y | +26.2% | +5.6% | +20.5% | +20.1% |
| 3Y | +136.5% | +30.8% | +105.7% | +87.6% |
| 5Y | +75.9% | +8.0% | +68.0% | +61.1% |
| All | +392.9% | +64.0% | +328.9% | +229.2% |
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