+7.2%
VNQ vs DG
-37.9%
+45.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -1.3% | -6.5% | +5.2% | -0.5% |
| 30D | -2.6% | +4.2% | -6.7% | -3.1% |
| 3M | -2.0% | +9.5% | -11.5% | -3.2% |
| 6M | +4.3% | -13.1% | +17.5% | +5.7% |
| YTD | +9.2% | -4.8% | +14.1% | +9.4% |
| 1Y | +5.6% | +20.6% | -15.0% | +2.5% |
| 3Y | +30.8% | +4.9% | +25.9% | +26.7% |
| All | +7.2% | -37.9% | +45.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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