+155.4%
VNQ vs CAPR
-99.0%
+254.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +7.0% | +0.1% |
| 7D | +0.8% | +5.9% | -5.1% | +0.7% |
| 30D | +6.8% | +44.6% | -37.8% | +6.6% |
| 3M | -1.3% | +126.4% | -127.7% | -1.7% |
| 6M | +2.4% | -68.6% | +71.0% | +2.5% |
| YTD | +12.1% | -67.0% | +79.1% | +12.2% |
| 1Y | +12.0% | +65.2% | -53.2% | +10.4% |
| 3Y | +44.8% | +235.6% | -190.8% | +41.6% |
| 5Y | +6.9% | +175.4% | -168.6% | +4.4% |
| 10Y | +82.9% | -65.0% | +147.9% | +77.3% |
| All | +155.4% | -99.0% | +254.4% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling