-53.9%
C vs VNQ
+399.1%
-453.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +4.2% | +0.8% | +3.4% | +3.4% |
| 30D | +2.0% | +6.8% | -4.8% | -4.3% |
| 3M | -10.1% | -1.3% | -8.8% | -9.1% |
| 6M | +1.0% | +2.4% | -1.4% | -1.9% |
| YTD | +8.5% | +12.1% | -3.6% | -3.6% |
| 1Y | +25.7% | +12.0% | +13.7% | +11.8% |
| 3Y | +216.0% | +44.8% | +171.2% | +115.7% |
| 5Y | +112.3% | +6.9% | +105.5% | +90.0% |
| 10Y | +217.8% | +82.9% | +134.9% | +67.3% |
| All | -53.9% | +399.1% | -453.0% | -89.2% |
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