+632.8%
LYB vs VNQ
+244.5%
+388.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.6% |
| 7D | +0.3% | -1.3% | +1.5% | +1.3% |
| 30D | +2.5% | -2.6% | +5.0% | +4.6% |
| 3M | +1.4% | -2.0% | +3.4% | +2.5% |
| 6M | -3.5% | +4.3% | -7.8% | -8.7% |
| YTD | +52.0% | +9.2% | +42.8% | +37.9% |
| 1Y | +22.1% | +5.6% | +16.4% | +14.3% |
| 3Y | -22.8% | +30.8% | -53.6% | -40.7% |
| 5Y | -3.4% | +8.0% | -11.3% | -14.0% |
| 10Y | +47.4% | +63.7% | -16.3% | -9.9% |
| All | +632.8% | +244.5% | +388.4% | +118.3% |
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