-26.2%
DT vs VNQ
+7.0%
-33.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | -1.6% | -1.3% | -0.3% | -0.7% |
| 30D | +3.0% | -2.6% | +5.6% | +5.0% |
| 3M | +26.5% | -2.0% | +28.5% | +28.2% |
| 6M | +35.9% | +4.3% | +31.6% | +30.4% |
| YTD | +17.8% | +9.2% | +8.6% | +8.5% |
| 1Y | +4.1% | +5.6% | -1.6% | -1.6% |
| 3Y | +5.3% | +30.8% | -25.6% | -19.7% |
| All | -26.2% | +7.0% | -33.2% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling