+6.8%
VNQ vs CAPR
+192.6%
-185.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.7% | +8.1% | -0.5% |
| 7D | +0.2% | +19.1% | -18.9% | +0.1% |
| 30D | +5.8% | +48.8% | -43.0% | +5.5% |
| 3M | 0.0% | +144.4% | -144.4% | -0.8% |
| 6M | +1.5% | -67.5% | +69.0% | +1.7% |
| YTD | +12.1% | -64.5% | +76.6% | +12.1% |
| 1Y | +10.6% | +74.4% | -63.9% | +7.5% |
| 3Y | +43.5% | +265.7% | -222.2% | +27.3% |
| 5Y | +6.8% | +196.0% | -189.1% | -8.7% |
| All | +6.8% | +192.6% | -185.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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