+927.3%
LOW vs VNQ
+382.8%
+544.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -2.6% | -2.6% | 0.0% | -1.1% |
| 30D | -11.1% | -2.3% | -8.8% | -9.9% |
| 3M | -8.5% | -2.8% | -5.7% | -6.9% |
| 6M | -20.8% | +2.5% | -23.4% | -21.8% |
| YTD | -17.2% | +8.4% | -25.7% | -20.9% |
| 1Y | -24.7% | +6.8% | -31.5% | -27.4% |
| 3Y | -9.7% | +29.9% | -39.7% | -22.3% |
| 5Y | +6.0% | +7.2% | -1.2% | +1.9% |
| 10Y | +230.5% | +62.5% | +167.9% | +152.9% |
| All | +927.3% | +382.8% | +544.5% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling