+61.8%
VNQ vs DTE
+137.8%
-76.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.6% |
| 7D | -1.3% | -2.6% | +1.3% | +0.4% |
| 30D | -2.6% | -4.4% | +1.8% | +0.2% |
| 3M | -2.0% | -8.3% | +6.3% | +3.4% |
| 6M | +4.3% | -8.1% | +12.4% | +9.7% |
| YTD | +9.2% | +4.4% | +4.8% | +5.4% |
| 1Y | +5.6% | +0.2% | +5.4% | +4.6% |
| 3Y | +30.8% | +42.6% | -11.8% | +1.2% |
| 5Y | +8.0% | +31.5% | -23.5% | -12.6% |
| All | +61.8% | +137.8% | -76.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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