-74.2%
OPEN vs VNQ
+48.2%
-122.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.8% |
| 7D | -11.4% | -1.3% | -10.2% | -9.1% |
| 30D | -20.1% | -2.6% | -17.5% | -15.5% |
| 3M | -37.6% | -2.0% | -35.6% | -35.7% |
| 6M | -47.1% | +4.3% | -51.4% | -52.3% |
| YTD | -52.1% | +9.2% | -61.4% | -61.0% |
| 1Y | -73.5% | +5.6% | -79.1% | -76.9% |
| 3Y | -24.4% | +30.8% | -55.2% | -53.0% |
| 5Y | -85.1% | +8.0% | -93.1% | -86.0% |
| All | -74.2% | +48.2% | -122.4% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling