+2.5%
VNQ vs AU
-3.1%
+5.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.5% |
| 7D | -2.6% | -7.0% | +4.3% | -2.1% |
| 30D | -2.3% | +7.3% | -9.6% | -2.9% |
| 3M | -2.8% | +33.2% | -36.0% | -5.4% |
| 6M | +2.5% | -0.6% | +3.1% | +2.8% |
| All | +2.5% | -3.1% | +5.6% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling