+160.8%
VNQ vs BR
+1,282.8%
-1,122.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.6% | -6.0% | +3.3% | +0.6% |
| 30D | -2.3% | -0.9% | -1.5% | -2.1% |
| 3M | -2.8% | +16.4% | -19.2% | -11.3% |
| 6M | +2.5% | -8.2% | +10.7% | +5.6% |
| YTD | +8.4% | -23.2% | +31.7% | +22.2% |
| 1Y | +6.8% | -30.9% | +37.7% | +27.6% |
| 3Y | +29.9% | -5.0% | +34.9% | +27.8% |
| 5Y | +7.2% | +8.8% | -1.6% | -4.5% |
| 10Y | +62.5% | +190.1% | -127.6% | -24.1% |
| All | +160.8% | +1,282.8% | -1,122.1% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling