+7.2%
VNQ vs BN
+30.5%
-23.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | -2.6% | -5.9% | +3.2% | -0.3% |
| 30D | -2.3% | -15.1% | +12.7% | +4.0% |
| 3M | -2.8% | -14.6% | +11.8% | +3.1% |
| 6M | +2.5% | -8.4% | +10.9% | +5.2% |
| YTD | +8.4% | -16.8% | +25.3% | +15.2% |
| 1Y | +6.8% | -14.4% | +21.1% | +11.5% |
| 3Y | +29.9% | +70.1% | -40.2% | -3.8% |
| 5Y | +7.2% | +33.5% | -26.3% | -13.6% |
| All | +7.2% | +30.5% | -23.3% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling