+61.8%
VNQ vs BBWI
-55.0%
+116.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.3% |
| 7D | -1.3% | -4.8% | +3.5% | -0.6% |
| 30D | -2.6% | +3.5% | -6.1% | -3.4% |
| 3M | -2.0% | -0.3% | -1.7% | -2.6% |
| 6M | +4.3% | -5.4% | +9.7% | +3.9% |
| YTD | +9.2% | -4.7% | +14.0% | +8.1% |
| 1Y | +5.6% | -30.5% | +36.1% | +9.0% |
| 3Y | +30.8% | -44.3% | +75.2% | +35.5% |
| 5Y | +8.0% | -66.9% | +74.8% | +18.1% |
| All | +61.8% | -55.0% | +116.7% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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