-35.7%
U vs VNQ
+45.4%
-81.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.5% |
| 7D | +5.5% | -1.3% | +6.8% | +7.5% |
| 30D | -1.3% | -2.6% | +1.3% | +2.5% |
| 3M | +64.6% | -2.0% | +66.6% | +68.2% |
| 6M | +119.4% | +4.3% | +115.0% | +102.7% |
| YTD | -0.5% | +9.2% | -9.7% | -14.4% |
| 1Y | +1.3% | +5.6% | -4.3% | -8.6% |
| 3Y | +15.6% | +30.8% | -15.2% | -24.5% |
| 5Y | -67.5% | +8.0% | -75.4% | -70.8% |
| All | -35.7% | +45.4% | -81.0% | -49.9% |
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 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