+61.8%
VNQ vs DRI
+353.8%
-292.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -1.3% | -3.2% | +2.0% | -0.3% |
| 30D | -2.6% | -7.8% | +5.2% | -0.3% |
| 3M | -2.0% | +0.4% | -2.4% | -2.4% |
| 6M | +4.3% | +4.8% | -0.5% | +2.3% |
| YTD | +9.2% | +16.7% | -7.5% | +3.4% |
| 1Y | +5.6% | +1.5% | +4.1% | +4.0% |
| 3Y | +30.8% | +56.3% | -25.4% | +11.4% |
| 5Y | +8.0% | +66.4% | -58.5% | -11.2% |
| All | +61.8% | +353.8% | -292.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling