+84.2%
JNJ vs VNQ
+7.0%
+77.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | +2.3% | -2.6% | +4.9% | +3.2% |
| 3M | +12.0% | -2.0% | +14.0% | +12.8% |
| 6M | +10.5% | +4.3% | +6.1% | +9.1% |
| YTD | +30.4% | +9.2% | +21.2% | +27.0% |
| 1Y | +52.1% | +5.6% | +46.5% | +49.6% |
| 3Y | +77.8% | +30.8% | +47.0% | +64.2% |
| All | +84.2% | +7.0% | +77.1% | +79.8% |
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