+135.1%
BAC vs VNQ
+392.1%
-256.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.2% | -0.4% | +1.5% | +1.5% |
| 30D | -0.7% | -2.5% | +1.8% | +1.7% |
| 3M | +16.9% | +1.4% | +15.6% | +15.0% |
| 6M | +29.6% | +4.6% | +25.0% | +23.3% |
| YTD | +15.3% | +10.5% | +4.7% | +3.5% |
| 1Y | +28.8% | +8.4% | +20.4% | +17.9% |
| 3Y | +136.4% | +32.4% | +104.0% | +73.8% |
| 5Y | +72.9% | +5.5% | +67.4% | +55.9% |
| 10Y | +391.8% | +59.1% | +332.7% | +176.4% |
| All | +135.1% | +392.1% | -256.9% | -48.5% |
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