+924.9%
VLO vs VNQ
+64.0%
+860.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.8% |
| 7D | +5.3% | -1.3% | +6.6% | +6.3% |
| 30D | +18.2% | -2.6% | +20.8% | +20.5% |
| 3M | +53.3% | -2.0% | +55.4% | +55.1% |
| 6M | +70.4% | +4.3% | +66.1% | +62.8% |
| YTD | +143.4% | +9.2% | +134.2% | +123.8% |
| 1Y | +153.0% | +5.6% | +147.4% | +138.7% |
| 3Y | +195.0% | +30.8% | +164.1% | +129.0% |
| 5Y | +618.8% | +8.0% | +610.8% | +538.9% |
| All | +924.9% | +64.0% | +860.9% | +544.2% |
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