+392.1%
VNQ vs DD
+215.2%
+176.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.1% |
| 30D | -2.5% | -7.4% | +4.9% | +0.8% |
| 3M | +1.4% | -6.4% | +7.8% | +4.0% |
| 6M | +4.6% | -2.5% | +7.0% | +4.4% |
| YTD | +10.5% | +10.2% | +0.3% | +3.7% |
| 1Y | +8.4% | +36.9% | -28.5% | -8.7% |
| 3Y | +32.4% | +47.0% | -14.6% | +4.1% |
| 5Y | +5.5% | +63.1% | -57.7% | -23.4% |
| 10Y | +59.1% | +68.2% | -9.1% | +0.1% |
| All | +392.1% | +215.2% | +176.9% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling