-34.8%
VG vs VNQ
+10.7%
-45.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +1.8% |
| 7D | +7.0% | -2.6% | +9.7% | +8.4% |
| 30D | +17.2% | -2.3% | +19.6% | +18.5% |
| 3M | +16.8% | -2.8% | +19.6% | +17.6% |
| 6M | +36.3% | +2.5% | +33.8% | +29.7% |
| YTD | +127.9% | +8.4% | +119.5% | +98.5% |
| 1Y | +11.7% | +6.8% | +4.9% | -0.3% |
| All | -34.8% | +10.7% | -45.5% | -30.0% |
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 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