+382.8%
VNQ vs AU
+253.8%
+128.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.3% |
| 7D | -2.6% | -7.0% | +4.3% | -1.8% |
| 30D | -2.3% | +7.3% | -9.6% | -3.3% |
| 3M | -2.8% | +33.2% | -36.0% | -6.6% |
| 6M | +2.5% | -0.6% | +3.1% | +1.4% |
| YTD | +8.4% | +26.2% | -17.7% | +3.6% |
| 1Y | +6.8% | +68.3% | -61.5% | -2.2% |
| 3Y | +29.9% | +592.1% | -562.2% | -3.4% |
| 5Y | +7.2% | +685.3% | -678.1% | -23.4% |
| 10Y | +62.5% | +682.5% | -620.0% | +6.3% |
| All | +382.8% | +253.8% | +128.9% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling