+2,906.5%
TER vs VNQ
+392.1%
+2,514.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +11.0% | -0.4% | +11.3% | +11.2% |
| 30D | -1.9% | -2.5% | +0.7% | -0.2% |
| 3M | -0.7% | +1.4% | -2.0% | -2.8% |
| 6M | +36.4% | +4.6% | +31.8% | +31.0% |
| YTD | +92.4% | +10.5% | +81.9% | +77.7% |
| 1Y | +213.5% | +8.4% | +205.1% | +192.5% |
| 3Y | +277.2% | +32.4% | +244.8% | +205.2% |
| 5Y | +219.1% | +5.5% | +213.7% | +207.0% |
| 10Y | +1,744.2% | +59.1% | +1,685.2% | +1,216.5% |
| All | +2,906.5% | +392.1% | +2,514.5% | +837.5% |
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