+89.2%
USB vs VNQ
+84.1%
+5.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.1% |
| 7D | +0.8% | +2.4% | -1.6% | -1.2% |
| 30D | +6.8% | +7.3% | -0.6% | +0.5% |
| 3M | -3.8% | -0.3% | -3.5% | -3.6% |
| 6M | +11.7% | +2.5% | +9.3% | +9.3% |
| YTD | +17.5% | +13.1% | +4.4% | +5.4% |
| 1Y | +33.8% | +11.9% | +21.8% | +21.1% |
| 3Y | +104.2% | +46.2% | +58.1% | +47.2% |
| 5Y | +26.4% | +7.4% | +19.0% | +16.9% |
| 10Y | +89.2% | +82.5% | +6.7% | +24.7% |
| All | +89.2% | +84.1% | +5.1% | +24.7% |
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