+382.8%
VNQ vs BG
+403.5%
-20.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -2.6% | +3.7% | -6.3% | -3.8% |
| 30D | -2.3% | +12.3% | -14.7% | -6.1% |
| 3M | -2.8% | -2.2% | -0.6% | -2.7% |
| 6M | +2.5% | +5.3% | -2.8% | -0.3% |
| YTD | +8.4% | +42.4% | -34.0% | -4.7% |
| 1Y | +6.8% | +55.2% | -48.4% | -9.3% |
| 3Y | +29.9% | +21.0% | +9.0% | +17.1% |
| 5Y | +7.2% | +87.1% | -79.9% | -19.5% |
| 10Y | +62.5% | +169.8% | -107.3% | -1.4% |
| All | +382.8% | +403.5% | -20.7% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling