+386.3%
VNQ vs AZO
+3,689.7%
-3,303.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.3% | -3.6% | +2.3% | +0.4% |
| 30D | -2.6% | -5.6% | +3.0% | -0.1% |
| 3M | -2.0% | -6.6% | +4.6% | +0.6% |
| 6M | +4.3% | -22.5% | +26.8% | +16.0% |
| YTD | +9.2% | -15.2% | +24.4% | +15.6% |
| 1Y | +5.6% | -33.9% | +39.5% | +25.3% |
| 3Y | +30.8% | +11.8% | +19.0% | +17.3% |
| 5Y | +8.0% | +85.5% | -77.6% | -27.8% |
| 10Y | +63.7% | +298.2% | -234.5% | -32.8% |
| All | +386.3% | +3,689.7% | -3,303.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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