+85.6%
RF vs VNQ
+392.5%
-306.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.6% |
| 7D | +1.3% | -1.3% | +2.6% | +2.6% |
| 30D | -3.6% | -2.9% | -0.7% | -0.8% |
| 3M | +8.1% | +0.8% | +7.3% | +6.9% |
| 6M | +11.5% | +2.5% | +9.0% | +8.4% |
| YTD | +15.6% | +10.6% | +4.9% | +4.0% |
| 1Y | +15.7% | +9.1% | +6.6% | +5.4% |
| 3Y | +86.9% | +31.0% | +55.8% | +41.5% |
| 5Y | +89.8% | +4.9% | +84.9% | +76.3% |
| 10Y | +344.7% | +59.5% | +285.2% | +170.7% |
| All | +85.6% | +392.5% | -306.9% | -50.5% |
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