+338.5%
COP vs VNQ
+64.0%
+274.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | +2.3% | -1.3% | +3.6% | +3.2% |
| 30D | +8.6% | -2.6% | +11.2% | +10.5% |
| 3M | +19.9% | -2.0% | +21.9% | +21.2% |
| 6M | +19.0% | +4.3% | +14.7% | +14.3% |
| YTD | +50.0% | +9.2% | +40.7% | +39.1% |
| 1Y | +50.5% | +5.6% | +44.9% | +43.0% |
| 3Y | +25.2% | +30.8% | -5.6% | -0.7% |
| 5Y | +194.3% | +8.0% | +186.3% | +165.4% |
| All | +338.5% | +64.0% | +274.5% | +201.6% |
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