+6.1%
VNQ vs ALM
+410.2%
-404.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.2% |
| 7D | +0.8% | +1.2% | -0.5% | +0.7% |
| 30D | +6.8% | -19.3% | +26.1% | +7.3% |
| 3M | -1.3% | -40.6% | +39.4% | -0.1% |
| 6M | +2.4% | -57.9% | +60.3% | +4.3% |
| YTD | +12.1% | -6.7% | +18.8% | +11.2% |
| 1Y | +12.0% | +20.2% | -8.2% | +10.0% |
| 3Y | +44.8% | +879.4% | -834.7% | +26.8% |
| All | +6.1% | +410.2% | -404.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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