+766.9%
BNY vs VNQ
+386.3%
+380.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -1.3% | -1.3% | -0.1% | -0.4% |
| 30D | -0.2% | -2.6% | +2.4% | +1.8% |
| 3M | +14.9% | -2.0% | +17.0% | +16.3% |
| 6M | +40.0% | +4.3% | +35.7% | +34.7% |
| YTD | +42.0% | +9.2% | +32.7% | +31.8% |
| 1Y | +56.9% | +5.6% | +51.2% | +49.3% |
| 3Y | +289.9% | +30.8% | +259.0% | +209.7% |
| 5Y | +259.2% | +8.0% | +251.2% | +227.3% |
| 10Y | +413.3% | +63.7% | +349.6% | +221.4% |
| All | +766.9% | +386.3% | +380.6% | +128.1% |
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