+5,192.8%
NDAQ vs VNQ
+392.1%
+4,800.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -2.6% | -0.4% | -2.2% | -2.3% |
| 30D | +0.5% | -2.5% | +3.0% | +2.3% |
| 3M | +9.9% | +1.4% | +8.5% | +8.9% |
| 6M | +8.2% | +4.6% | +3.6% | +4.7% |
| YTD | -1.5% | +10.5% | -12.0% | -8.4% |
| 1Y | +1.3% | +8.4% | -7.1% | -4.6% |
| 3Y | +92.6% | +32.4% | +60.2% | +56.1% |
| 5Y | +53.8% | +5.5% | +48.3% | +45.0% |
| 10Y | +376.0% | +59.1% | +316.9% | +223.9% |
| All | +5,192.8% | +392.1% | +4,800.8% | +1,252.9% |
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