+2,322.2%
MSCI vs VNQ
+209.6%
+2,112.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | -1.7% | -2.5% | +0.8% | -0.3% |
| 3M | -8.2% | +1.4% | -9.6% | -9.0% |
| 6M | -2.4% | +4.6% | -7.0% | -5.2% |
| YTD | -2.8% | +10.5% | -13.4% | -8.7% |
| 1Y | -2.7% | +8.4% | -11.1% | -7.6% |
| 3Y | +7.3% | +32.4% | -25.1% | -9.8% |
| 5Y | -11.4% | +5.5% | -16.9% | -14.1% |
| 10Y | +605.8% | +59.1% | +546.7% | +440.7% |
| All | +2,322.2% | +209.6% | +2,112.6% | +1,088.9% |
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