+340.6%
VNQ vs DG
+577.8%
-237.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.7% |
| 7D | -0.4% | -2.5% | +2.1% | +0.1% |
| 30D | -2.5% | +1.0% | -3.6% | -2.8% |
| 3M | +1.4% | +20.3% | -18.9% | -2.3% |
| 6M | +4.6% | -11.7% | +16.3% | +6.4% |
| YTD | +10.5% | -2.3% | +12.9% | +10.2% |
| 1Y | +8.4% | +20.0% | -11.6% | +3.3% |
| 3Y | +32.4% | +7.2% | +25.2% | +24.6% |
| 5Y | +5.5% | -37.9% | +43.4% | +11.1% |
| 10Y | +59.1% | +107.3% | -48.2% | +26.5% |
| All | +340.6% | +577.8% | -237.1% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling