+25.2%
VNQ vs COMP
-49.4%
+74.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.3% |
| 7D | -0.4% | +4.1% | -4.5% | -0.8% |
| 30D | -2.5% | -14.5% | +12.0% | -1.0% |
| 3M | +1.4% | +41.8% | -40.5% | -2.9% |
| 6M | +4.6% | +23.6% | -19.0% | +0.8% |
| YTD | +10.5% | +1.7% | +8.8% | +8.4% |
| 1Y | +8.4% | +12.6% | -4.2% | +4.6% |
| 3Y | +32.4% | +221.9% | -189.4% | +8.1% |
| 5Y | +5.5% | -28.1% | +33.6% | -11.1% |
| All | +25.2% | -49.4% | +74.6% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling