-10.1%
MSCI vs VNQ
+5.0%
-15.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.4% |
| 30D | -1.2% | -2.2% | +1.1% | +0.7% |
| 3M | -8.4% | -1.9% | -6.5% | -7.0% |
| 6M | -1.0% | +3.2% | -4.3% | -4.3% |
| YTD | -2.3% | +9.4% | -11.7% | -10.5% |
| 1Y | -1.2% | +7.5% | -8.7% | -8.3% |
| 3Y | +7.9% | +31.1% | -23.1% | -18.9% |
| 5Y | -10.1% | +6.6% | -16.6% | -12.4% |
| All | -10.1% | +5.0% | -15.0% | -12.4% |
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