-17.2%
F vs VNQ
+6.7%
-23.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +0.8% | -3.9% | -3.8% |
| 30D | 0.0% | +6.8% | -6.7% | -6.3% |
| 3M | -13.2% | -1.3% | -11.9% | -12.1% |
| 6M | -10.2% | +2.4% | -12.6% | -12.8% |
| YTD | -4.9% | +12.1% | -17.1% | -16.2% |
| 1Y | -6.1% | +12.0% | -18.1% | -17.1% |
| 3Y | +46.0% | +44.8% | +1.2% | -3.6% |
| All | -17.2% | +6.7% | -23.9% | -22.4% |
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 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