+382.8%
VNQ vs DTE
+790.8%
-408.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.1% |
| 7D | -2.6% | -2.0% | -0.6% | -1.2% |
| 30D | -2.3% | -2.4% | +0.1% | -0.6% |
| 3M | -2.8% | -7.3% | +4.5% | +2.6% |
| 6M | +2.5% | -7.6% | +10.1% | +8.2% |
| YTD | +8.4% | +5.8% | +2.6% | +3.0% |
| 1Y | +6.8% | +2.3% | +4.4% | +3.8% |
| 3Y | +29.9% | +45.0% | -15.1% | -4.9% |
| 5Y | +7.2% | +33.2% | -26.0% | -17.4% |
| 10Y | +62.5% | +141.4% | -78.9% | -27.2% |
| All | +382.8% | +790.8% | -408.0% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling