+7.2%
VNQ vs BR
+8.0%
-0.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.3% | -3.0% | +1.7% | -0.1% |
| 30D | -2.6% | -0.3% | -2.3% | -2.6% |
| 3M | -2.0% | +17.3% | -19.3% | -8.8% |
| 6M | +4.3% | -6.7% | +11.0% | +6.8% |
| YTD | +9.2% | -23.4% | +32.7% | +22.3% |
| 1Y | +5.6% | -32.7% | +38.3% | +26.2% |
| 3Y | +30.8% | -5.9% | +36.8% | +29.4% |
| All | +7.2% | +8.0% | -0.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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