+142.1%
CI vs VNQ
+64.0%
+78.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -0.1% | -1.3% | +1.2% | +0.7% |
| 30D | +1.8% | -2.6% | +4.3% | +3.4% |
| 3M | -4.2% | -2.0% | -2.2% | -3.1% |
| 6M | +8.8% | +4.3% | +4.5% | +5.9% |
| YTD | +3.7% | +9.2% | -5.5% | -2.0% |
| 1Y | -6.1% | +5.6% | -11.7% | -9.5% |
| 3Y | +4.5% | +30.8% | -26.4% | -13.8% |
| 5Y | +50.5% | +8.0% | +42.6% | +39.3% |
| All | +142.1% | +64.0% | +78.1% | +65.2% |
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 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