+335.4%
RF vs VNQ
+62.8%
+272.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.0% |
| 7D | -1.6% | -2.6% | +1.0% | +0.8% |
| 30D | -4.3% | -2.3% | -1.9% | -2.2% |
| 3M | +5.9% | -2.8% | +8.7% | +8.5% |
| 6M | +14.1% | +2.5% | +11.6% | +11.1% |
| YTD | +13.8% | +8.4% | +5.3% | +4.9% |
| 1Y | +15.2% | +6.8% | +8.5% | +7.7% |
| 3Y | +90.6% | +29.9% | +60.6% | +47.6% |
| 5Y | +88.9% | +7.2% | +81.7% | +73.3% |
| All | +335.4% | +62.8% | +272.5% | +191.4% |
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