+392.1%
VNQ vs BB
-69.3%
+461.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | -2.5% | -12.4% | +9.8% | -0.9% |
| 3M | +1.4% | -15.3% | +16.7% | +2.5% |
| 6M | +4.6% | +128.8% | -124.2% | -9.8% |
| YTD | +10.5% | +107.7% | -97.1% | -3.3% |
| 1Y | +8.4% | +103.9% | -95.5% | -5.6% |
| 3Y | +32.4% | +72.6% | -40.2% | +12.6% |
| 5Y | +5.5% | -24.3% | +29.7% | -2.0% |
| 10Y | +59.1% | +3.1% | +55.9% | +15.9% |
| All | +392.1% | -69.3% | +461.4% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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