-28.3%
ON vs VNQ
+29.8%
-58.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.4% |
| 7D | -4.7% | -2.6% | -2.1% | -2.6% |
| 30D | -13.5% | -2.3% | -11.1% | -11.9% |
| 3M | -36.3% | -2.8% | -33.5% | -35.8% |
| 6M | +17.8% | +2.5% | +15.3% | +12.0% |
| YTD | +29.6% | +8.4% | +21.1% | +16.4% |
| 1Y | +45.8% | +6.8% | +39.0% | +32.9% |
| All | -28.3% | +29.8% | -58.0% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling