+330.1%
USB vs VNQ
+395.3%
-65.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | 0.0% | +1.9% | -1.9% | -1.4% |
| 30D | +5.8% | +7.9% | -2.1% | -0.2% |
| 3M | -6.0% | -1.5% | -4.5% | -4.9% |
| 6M | +7.8% | +0.3% | +7.4% | +7.4% |
| YTD | +14.6% | +11.3% | +3.3% | +5.3% |
| 1Y | +31.8% | +11.8% | +20.0% | +20.7% |
| 3Y | +91.5% | +40.8% | +50.7% | +47.4% |
| 5Y | +22.0% | +5.7% | +16.3% | +16.0% |
| 10Y | +96.1% | +80.9% | +15.2% | +24.0% |
| All | +330.1% | +395.3% | -65.2% | +23.3% |
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