+392.1%
VNQ vs A
+1,063.7%
-671.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.1% |
| 7D | -0.4% | -2.1% | +1.7% | +0.5% |
| 30D | -2.5% | +0.6% | -3.1% | -3.0% |
| 3M | +1.4% | +10.9% | -9.5% | -4.0% |
| 6M | +4.6% | +28.2% | -23.6% | -8.8% |
| YTD | +10.5% | +8.6% | +2.0% | +3.8% |
| 1Y | +8.4% | +15.5% | -7.1% | -1.8% |
| 3Y | +32.4% | +31.8% | +0.6% | +8.4% |
| 5Y | +5.5% | -14.9% | +20.3% | +4.2% |
| 10Y | +59.1% | +237.8% | -178.7% | -26.5% |
| All | +392.1% | +1,063.7% | -671.7% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling