+29.9%
VNQ vs DD
+41.5%
-11.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.6% | -2.9% | +0.3% | -1.9% |
| 30D | -2.3% | -11.5% | +9.2% | +0.7% |
| 3M | -2.8% | -5.4% | +2.6% | -1.7% |
| 6M | +2.5% | -6.9% | +9.4% | +3.7% |
| YTD | +8.4% | +6.9% | +1.6% | +5.0% |
| 1Y | +6.8% | +35.6% | -28.9% | -4.3% |
| All | +29.9% | +41.5% | -11.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling