+7.2%
VNQ vs A
-16.6%
+23.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.5% |
| 7D | -2.6% | -4.6% | +1.9% | -1.3% |
| 30D | -2.3% | -4.3% | +1.9% | -1.2% |
| 3M | -2.8% | +8.9% | -11.7% | -5.7% |
| 6M | +2.5% | +24.5% | -22.0% | -5.5% |
| YTD | +8.4% | +5.8% | +2.6% | +5.4% |
| 1Y | +6.8% | +16.2% | -9.5% | -0.1% |
| 3Y | +29.9% | +28.5% | +1.5% | +13.1% |
| 5Y | +7.2% | -16.3% | +23.5% | +2.6% |
| All | +7.2% | -16.6% | +23.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling