+109.7%
USB vs VNQ
+58.4%
+51.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.3% |
| 7D | +1.4% | -1.3% | +2.7% | +2.5% |
| 30D | -1.3% | -2.9% | +1.6% | +1.1% |
| 3M | +15.2% | +0.8% | +14.4% | +14.3% |
| 6M | +18.8% | +2.5% | +16.4% | +16.2% |
| YTD | +21.0% | +10.6% | +10.4% | +10.8% |
| 1Y | +34.0% | +9.1% | +24.9% | +24.0% |
| 3Y | +95.3% | +31.0% | +64.3% | +55.3% |
| 5Y | +40.4% | +4.9% | +35.5% | +32.4% |
| All | +109.7% | +58.4% | +51.2% | +42.8% |
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