+553.4%
SE vs VNQ
+58.7%
+494.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -2.0% |
| 7D | -5.2% | -1.3% | -3.9% | -4.2% |
| 30D | -17.1% | -2.6% | -14.5% | -15.2% |
| 3M | +24.0% | -2.0% | +26.0% | +25.4% |
| 6M | +21.0% | +4.3% | +16.6% | +15.9% |
| YTD | -16.7% | +9.2% | -26.0% | -23.5% |
| 1Y | -45.9% | +5.6% | -51.5% | -49.1% |
| 3Y | +177.8% | +30.8% | +147.0% | +109.7% |
| 5Y | -67.4% | +8.0% | -75.3% | -69.4% |
| All | +553.4% | +58.7% | +494.6% | +347.3% |
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 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