+110.2%
T vs VNQ
+30.7%
+79.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.5% | -1.3% | +2.8% | +2.0% |
| 30D | +7.5% | -2.6% | +10.0% | +8.6% |
| 3M | +14.8% | -2.0% | +16.8% | +15.9% |
| 6M | -1.7% | +4.3% | -6.1% | -2.9% |
| YTD | +8.7% | +9.2% | -0.5% | +5.6% |
| 1Y | -7.5% | +5.6% | -13.1% | -9.1% |
| 3Y | +110.2% | +30.8% | +79.4% | +95.9% |
| All | +110.2% | +30.7% | +79.5% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling