+15.0%
RF vs VNQ
+7.5%
+7.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.1% |
| 7D | -0.1% | -0.9% | +0.7% | +0.4% |
| 30D | -4.0% | -2.2% | -1.8% | -2.6% |
| 3M | +5.6% | -1.9% | +7.5% | +6.8% |
| 6M | +13.1% | +3.2% | +9.8% | +10.1% |
| YTD | +13.6% | +9.4% | +4.2% | +5.6% |
| All | +15.0% | +7.5% | +7.5% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling