+136.2%
BP vs VNQ
+7.0%
+129.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +5.2% | -1.3% | +6.5% | +5.7% |
| 30D | +8.7% | -2.6% | +11.3% | +9.6% |
| 3M | +9.3% | -2.0% | +11.4% | +9.9% |
| 6M | +13.6% | +4.3% | +9.2% | +11.2% |
| YTD | +37.7% | +9.2% | +28.4% | +32.2% |
| 1Y | +40.6% | +5.6% | +35.0% | +36.8% |
| 3Y | +40.3% | +30.8% | +9.5% | +24.8% |
| All | +136.2% | +7.0% | +129.2% | +131.4% |
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