-12.4%
DOW vs VNQ
+4.4%
-16.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -1.4% |
| 7D | -6.0% | -0.9% | -5.1% | -6.6% |
| 30D | -2.7% | -2.2% | -0.5% | -4.4% |
| 3M | -10.5% | -1.9% | -8.5% | -11.5% |
| 6M | -12.4% | +3.2% | -15.7% | -6.9% |
| All | -12.4% | +4.4% | -16.9% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling