+74.8%
RF vs VNQ
+402.0%
-327.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -1.3% | -1.0% | -0.3% | -0.3% |
| 30D | +4.6% | +6.2% | -1.6% | -1.5% |
| 3M | -8.4% | +1.5% | -10.0% | -10.0% |
| 6M | +8.9% | +2.1% | +6.8% | +6.3% |
| YTD | +8.8% | +12.8% | -3.9% | -4.0% |
| 1Y | +18.9% | +10.4% | +8.5% | +7.1% |
| 3Y | +116.0% | +44.4% | +71.6% | +48.3% |
| 5Y | +46.0% | +7.4% | +38.6% | +32.6% |
| 10Y | +231.7% | +84.0% | +147.8% | +76.1% |
| All | +74.8% | +402.0% | -327.2% | -54.3% |
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