+292.2%
TER vs VNQ
+30.9%
+261.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.8% |
| 7D | +12.4% | -0.9% | +13.2% | +12.9% |
| 30D | +5.1% | -2.2% | +7.4% | +6.5% |
| 3M | +4.0% | -1.9% | +5.9% | +3.7% |
| 6M | +29.5% | +3.2% | +26.3% | +24.3% |
| YTD | +98.5% | +9.4% | +89.1% | +82.2% |
| 1Y | +234.1% | +7.5% | +226.6% | +209.5% |
| All | +292.2% | +30.9% | +261.3% | +200.0% |
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