+169.7%
VEA vs VNQ
+209.5%
-39.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.7% |
| 7D | -1.5% | -1.3% | -0.2% | -0.8% |
| 30D | -0.8% | -2.6% | +1.7% | +0.4% |
| 3M | +2.5% | -2.0% | +4.5% | +3.3% |
| 6M | +11.1% | +4.3% | +6.8% | +8.6% |
| YTD | +17.2% | +9.2% | +7.9% | +11.9% |
| 1Y | +24.5% | +5.6% | +18.9% | +20.8% |
| 3Y | +75.4% | +30.8% | +44.6% | +52.0% |
| 5Y | +61.1% | +8.0% | +53.1% | +52.3% |
| 10Y | +163.1% | +63.7% | +99.4% | +98.7% |
| All | +169.7% | +209.5% | -39.8% | +36.0% |
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