+134.1%
BP vs VNQ
+64.0%
+70.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +5.2% | -1.3% | +6.5% | +6.0% |
| 30D | +8.7% | -2.6% | +11.3% | +10.3% |
| 3M | +9.3% | -2.0% | +11.4% | +10.3% |
| 6M | +13.6% | +4.3% | +9.2% | +9.8% |
| YTD | +37.7% | +9.2% | +28.4% | +29.1% |
| 1Y | +40.6% | +5.6% | +35.0% | +34.6% |
| 3Y | +40.3% | +30.8% | +9.5% | +15.2% |
| 5Y | +141.4% | +8.0% | +133.4% | +121.1% |
| All | +134.1% | +64.0% | +70.1% | +69.1% |
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 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