+399.8%
D vs VNQ
+392.1%
+7.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | -0.7% | -2.5% | +1.8% | +0.2% |
| 3M | +2.1% | +1.4% | +0.7% | +1.5% |
| 6M | +6.8% | +4.6% | +2.3% | +5.1% |
| YTD | +16.5% | +10.5% | +6.0% | +12.3% |
| 1Y | +19.2% | +8.4% | +10.8% | +15.6% |
| 3Y | +61.9% | +32.4% | +29.4% | +46.2% |
| 5Y | +6.5% | +5.5% | +1.1% | +3.7% |
| 10Y | +35.3% | +59.1% | -23.8% | +14.5% |
| All | +399.8% | +392.1% | +7.8% | +169.6% |
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 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