+14.1%
VNQ vs COMP
+23.8%
-9.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.7% | -4.5% | +2.6% |
| 7D | +6.8% | +9.5% | -2.7% | +6.1% |
| 30D | +10.0% | +8.1% | +1.9% | +9.2% |
| 3M | 0.0% | -16.3% | +16.3% | +0.8% |
| 6M | +4.5% | +42.2% | -37.7% | +1.1% |
| YTD | +13.9% | -5.0% | +18.9% | +12.0% |
| 1Y | +14.1% | +20.1% | -6.0% | +9.1% |
| All | +14.1% | +23.8% | -9.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling