+34.3%
IR vs VNQ
+5.5%
+28.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | -3.1% | -2.6% | -0.4% | -0.9% |
| 30D | -14.0% | -2.3% | -11.7% | -12.3% |
| 3M | +3.7% | -2.8% | +6.5% | +6.0% |
| 6M | -15.4% | +2.5% | -17.9% | -17.1% |
| YTD | -7.7% | +8.4% | -16.1% | -13.5% |
| 1Y | -8.8% | +6.8% | -15.6% | -13.5% |
| 3Y | +5.6% | +29.9% | -24.3% | -15.1% |
| 5Y | +34.3% | +7.2% | +27.1% | +29.9% |
| All | +34.3% | +5.5% | +28.8% | +29.9% |
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 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