+6.8%
VNQ vs COO
-20.6%
+27.3%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.8% | +1.6% |
| 7D | -2.6% | -23.3% | +20.7% | +2.0% |
| 30D | -2.3% | -29.5% | +27.1% | +4.0% |
| 3M | -2.8% | -20.0% | +17.2% | +0.7% |
| 6M | +2.5% | -27.2% | +29.7% | +8.0% |
| YTD | +8.4% | -33.9% | +42.4% | +16.1% |
| 1Y | +6.8% | -19.9% | +26.7% | +10.7% |
| All | +6.8% | -20.6% | +27.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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