+399.1%
VNQ vs COO
+282.1%
+117.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +6.8% | +14.2% | -7.4% | +1.7% |
| 3M | -1.3% | -18.2% | +16.9% | +5.3% |
| 6M | +2.4% | +5.3% | -3.0% | -1.0% |
| YTD | +12.1% | -23.6% | +35.7% | +21.7% |
| 1Y | +12.0% | -12.7% | +24.7% | +15.4% |
| 3Y | +44.8% | -24.2% | +69.0% | +52.6% |
| 5Y | +6.9% | -40.0% | +46.8% | +21.2% |
| 10Y | +82.9% | +41.6% | +41.4% | +47.2% |
| All | +399.1% | +282.1% | +117.0% | +78.9% |
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