+356.2%
TPR vs VNQ
+83.2%
+273.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | +0.8% | -1.1% | -1.1% |
| 30D | +15.1% | +6.8% | +8.3% | +7.5% |
| 3M | +3.5% | -1.3% | +4.8% | +4.8% |
| 6M | +0.4% | +2.4% | -1.9% | -2.6% |
| YTD | +4.6% | +12.1% | -7.5% | -7.5% |
| 1Y | +33.1% | +12.0% | +21.1% | +17.8% |
| 3Y | +396.0% | +44.8% | +351.2% | +232.4% |
| 5Y | +230.3% | +6.9% | +223.4% | +205.0% |
| All | +356.2% | +83.2% | +273.0% | +170.5% |
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 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