+418.8%
META vs VNQ
+59.3%
+359.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +7.2% |
| 7D | +10.3% | -0.9% | +11.1% | +10.9% |
| 30D | +9.9% | -2.2% | +12.1% | +11.5% |
| 3M | +11.9% | -1.9% | +13.9% | +13.2% |
| 6M | +1.2% | +3.2% | -2.1% | -1.3% |
| YTD | -0.8% | +9.4% | -10.2% | -6.9% |
| 1Y | -14.3% | +7.5% | -21.9% | -18.9% |
| 3Y | +121.4% | +31.1% | +90.3% | +79.8% |
| 5Y | +74.5% | +6.6% | +67.9% | +64.5% |
| 10Y | +418.8% | +63.9% | +354.9% | +276.0% |
| All | +418.8% | +59.3% | +359.6% | +276.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling