+7.2%
VNQ vs CAPR
+66.0%
-58.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.8% |
| 7D | -2.6% | -10.6% | +7.9% | -2.6% |
| 30D | -2.3% | +111.2% | -113.5% | -3.0% |
| 3M | -2.8% | -67.2% | +64.4% | -2.6% |
| 6M | +2.5% | -75.1% | +77.7% | +2.9% |
| YTD | +8.4% | -71.2% | +79.7% | +8.7% |
| 1Y | +6.8% | +31.1% | -24.4% | +4.0% |
| 3Y | +29.9% | +31.3% | -1.4% | +19.3% |
| 5Y | +7.2% | +69.4% | -62.2% | -7.2% |
| All | +7.2% | +66.0% | -58.8% | -7.2% |
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