+2,234.9%
ON vs VNQ
+387.0%
+1,847.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | -1.9% | -0.9% | -1.0% | -1.3% |
| 30D | -11.0% | -2.2% | -8.8% | -9.7% |
| 3M | -39.3% | -1.9% | -37.4% | -39.2% |
| 6M | +19.8% | +3.2% | +16.6% | +15.7% |
| YTD | +31.1% | +9.4% | +21.7% | +21.4% |
| 1Y | +46.0% | +7.5% | +38.5% | +36.9% |
| 3Y | -27.5% | +31.1% | -58.6% | -40.6% |
| 5Y | +56.9% | +6.6% | +50.3% | +51.5% |
| 10Y | +591.8% | +63.9% | +527.9% | +416.8% |
| All | +2,234.9% | +387.0% | +1,847.9% | +659.8% |
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