+61.8%
VNQ vs AU
+699.0%
-637.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.3% | -4.3% | +3.0% | -1.0% |
| 30D | -2.6% | +7.3% | -9.9% | -3.1% |
| 3M | -2.0% | +26.3% | -28.3% | -3.8% |
| 6M | +4.3% | +1.8% | +2.6% | +3.6% |
| YTD | +9.2% | +26.8% | -17.6% | +6.4% |
| 1Y | +5.6% | +66.7% | -61.1% | +0.6% |
| 3Y | +30.8% | +579.1% | -548.2% | +10.9% |
| 5Y | +8.0% | +689.3% | -681.4% | -10.2% |
| All | +61.8% | +699.0% | -637.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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