+1,061.1%
NI vs VNQ
+382.8%
+678.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -0.6% | -2.6% | +2.1% | +0.6% |
| 30D | -1.4% | -2.3% | +0.9% | -0.4% |
| 3M | -10.6% | -2.8% | -7.8% | -9.5% |
| 6M | -9.9% | +2.5% | -12.4% | -11.0% |
| YTD | +1.2% | +8.4% | -7.3% | -2.5% |
| 1Y | +4.4% | +6.8% | -2.3% | +1.3% |
| 3Y | +68.6% | +29.9% | +38.7% | +49.5% |
| 5Y | +98.0% | +7.2% | +90.8% | +90.2% |
| 10Y | +143.6% | +62.5% | +81.1% | +97.8% |
| All | +1,061.1% | +382.8% | +678.4% | +438.7% |
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