+392.1%
VNQ vs COO
+312.9%
+79.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.9% |
| 7D | -0.4% | -2.3% | +1.9% | +0.4% |
| 30D | -2.5% | -8.8% | +6.3% | +0.7% |
| 3M | +1.4% | +1.3% | 0.0% | +0.5% |
| 6M | +4.6% | -11.6% | +16.1% | +8.7% |
| YTD | +10.5% | -17.4% | +27.9% | +17.6% |
| 1Y | +8.4% | -1.6% | +10.0% | +7.5% |
| 3Y | +32.4% | -22.6% | +55.1% | +39.7% |
| 5Y | +5.5% | -40.3% | +45.8% | +20.8% |
| 10Y | +59.1% | +45.2% | +13.9% | +27.9% |
| All | +392.1% | +312.9% | +79.2% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling