+61.8%
VNQ vs AR
+41.9%
+19.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | -1.3% | -2.5% | +1.2% | -1.0% |
| 30D | -2.6% | +2.5% | -5.1% | -2.8% |
| 3M | -2.0% | +12.3% | -14.3% | -3.2% |
| 6M | +4.3% | -3.1% | +7.5% | +4.3% |
| YTD | +9.2% | +11.5% | -2.3% | +7.5% |
| 1Y | +5.6% | +17.0% | -11.4% | +3.2% |
| 3Y | +30.8% | +47.3% | -16.4% | +23.2% |
| 5Y | +8.0% | +141.2% | -133.3% | -4.5% |
| All | +61.8% | +41.9% | +19.9% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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