+6.6%
VNQ vs COO
-44.2%
+50.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.2% | +1.1% |
| 7D | -0.9% | -9.0% | +8.1% | +2.3% |
| 30D | -2.2% | -16.8% | +14.6% | +4.0% |
| 3M | -1.9% | -7.5% | +5.6% | +0.3% |
| 6M | +3.2% | -16.3% | +19.5% | +9.1% |
| YTD | +9.4% | -22.5% | +31.9% | +18.7% |
| 1Y | +7.5% | -7.0% | +14.5% | +8.6% |
| 3Y | +31.1% | -27.5% | +58.5% | +40.6% |
| 5Y | +6.6% | -43.3% | +49.9% | +18.0% |
| All | +6.6% | -44.2% | +50.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling