+379.1%
V vs VNQ
+64.0%
+315.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | -1.2% | -1.3% | 0.0% | -0.4% |
| 30D | +3.1% | -2.6% | +5.6% | +4.9% |
| 3M | +16.3% | -2.0% | +18.3% | +17.8% |
| 6M | +20.4% | +4.3% | +16.0% | +16.6% |
| YTD | +6.3% | +9.2% | -3.0% | -0.4% |
| 1Y | +8.7% | +5.6% | +3.1% | +4.2% |
| 3Y | +53.3% | +30.8% | +22.5% | +24.5% |
| 5Y | +71.1% | +8.0% | +63.1% | +58.5% |
| All | +379.1% | +64.0% | +315.1% | +229.3% |
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 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