-67.0%
BAX vs VNQ
+5.5%
-72.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -5.4% | -2.6% | -2.8% | -3.7% |
| 30D | -12.4% | -2.3% | -10.0% | -11.0% |
| 3M | +19.1% | -2.8% | +21.9% | +21.6% |
| 6M | +38.6% | +2.5% | +36.1% | +37.0% |
| YTD | +26.7% | +8.4% | +18.3% | +21.0% |
| 1Y | +1.0% | +6.8% | -5.7% | -2.5% |
| 3Y | -33.9% | +29.9% | -63.8% | -42.0% |
| 5Y | -67.0% | +7.2% | -74.2% | -68.8% |
| All | -67.0% | +5.5% | -72.6% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling