+28.1%
VNQ vs COMP
-49.2%
+77.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.0% | +1.0% |
| 7D | +2.4% | +14.5% | -12.2% | +0.8% |
| 30D | +7.3% | +14.9% | -7.6% | +5.5% |
| 3M | -0.3% | -14.2% | +13.9% | +0.9% |
| 6M | +2.5% | +23.7% | -21.3% | -0.9% |
| YTD | +13.1% | +2.1% | +11.0% | +10.5% |
| 1Y | +11.9% | +26.2% | -14.3% | +6.6% |
| 3Y | +46.2% | +470.9% | -424.7% | +12.1% |
| 5Y | +7.4% | -14.0% | +21.4% | -10.6% |
| All | +28.1% | -49.2% | +77.3% | +9.0% |
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