-39.3%
BAX vs VNQ
+64.0%
-103.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | -7.9% | -1.3% | -6.6% | -7.2% |
| 30D | -11.7% | -2.6% | -9.1% | -10.3% |
| 3M | +16.2% | -2.0% | +18.2% | +17.7% |
| 6M | +32.0% | +4.3% | +27.6% | +29.5% |
| YTD | +24.7% | +9.2% | +15.5% | +19.4% |
| 1Y | -2.6% | +5.6% | -8.2% | -5.0% |
| 3Y | -35.0% | +30.8% | -65.8% | -42.9% |
| 5Y | -67.6% | +8.0% | -75.5% | -69.1% |
| All | -39.3% | +64.0% | -103.3% | -51.6% |
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