+379.9%
CSCO vs VNQ
+64.0%
+315.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +4.0% |
| 7D | +2.7% | -1.3% | +4.0% | +3.4% |
| 30D | -9.5% | -2.6% | -6.9% | -8.3% |
| 3M | -7.6% | -2.0% | -5.6% | -6.9% |
| 6M | +44.9% | +4.3% | +40.6% | +40.3% |
| YTD | +47.7% | +9.2% | +38.5% | +39.1% |
| 1Y | +69.1% | +5.6% | +63.5% | +62.2% |
| 3Y | +113.5% | +30.8% | +82.7% | +78.0% |
| 5Y | +122.8% | +8.0% | +114.8% | +106.9% |
| All | +379.9% | +64.0% | +315.9% | +236.4% |
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 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