+61.8%
VNQ vs BG
+166.7%
-104.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.1% |
| 7D | -1.3% | +3.1% | -4.4% | -2.0% |
| 30D | -2.6% | +10.2% | -12.8% | -5.0% |
| 3M | -2.0% | -1.7% | -0.3% | -2.0% |
| 6M | +4.3% | +1.0% | +3.3% | +3.2% |
| YTD | +9.2% | +39.9% | -30.7% | -1.0% |
| 1Y | +5.6% | +53.2% | -47.6% | -6.9% |
| 3Y | +30.8% | +16.3% | +14.6% | +22.3% |
| 5Y | +8.0% | +83.9% | -75.9% | -14.5% |
| All | +61.8% | +166.7% | -104.9% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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