+553.5%
UL vs VNQ
+387.0%
+166.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.3% |
| 7D | -3.2% | -0.9% | -2.3% | -2.9% |
| 30D | -0.6% | -2.2% | +1.6% | +0.2% |
| 3M | +9.4% | -1.9% | +11.4% | +10.2% |
| 6M | -4.1% | +3.2% | -7.4% | -5.1% |
| YTD | -2.0% | +9.4% | -11.4% | -4.9% |
| 1Y | -9.0% | +7.5% | -16.5% | -11.2% |
| 3Y | +21.8% | +31.1% | -9.2% | +10.3% |
| 5Y | +20.6% | +6.6% | +14.0% | +16.1% |
| 10Y | +67.7% | +63.9% | +3.8% | +37.2% |
| All | +553.5% | +387.0% | +166.5% | +245.2% |
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