+74.0%
RF vs VNQ
+399.0%
-325.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | +0.4% | +0.2% | +0.1% | +0.1% |
| 30D | +5.6% | +5.8% | -0.3% | -0.3% |
| 3M | -8.9% | 0.0% | -8.8% | -9.0% |
| 6M | +7.1% | +1.5% | +5.6% | +5.2% |
| YTD | +8.3% | +12.1% | -3.8% | -3.9% |
| 1Y | +16.8% | +10.6% | +6.2% | +5.1% |
| 3Y | +115.0% | +43.5% | +71.5% | +48.5% |
| 5Y | +46.4% | +6.8% | +39.6% | +33.6% |
| 10Y | +230.2% | +82.9% | +147.4% | +76.4% |
| All | +74.0% | +399.0% | -325.0% | -54.2% |
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