+60.6%
VNQ vs M
-10.0%
+70.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.2% |
| 7D | -2.6% | -8.8% | +6.1% | -1.4% |
| 30D | -2.3% | -16.4% | +14.0% | +0.1% |
| 3M | -2.8% | -10.8% | +8.0% | -1.5% |
| 6M | +2.5% | +16.1% | -13.6% | -0.3% |
| YTD | +8.4% | -5.3% | +13.7% | +8.4% |
| 1Y | +6.8% | +24.9% | -18.1% | +2.1% |
| 3Y | +29.9% | +97.5% | -67.6% | +11.7% |
| 5Y | +7.2% | +20.4% | -13.2% | -5.1% |
| All | +60.6% | -10.0% | +70.6% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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