+6.6%
VNQ vs M
+22.2%
-15.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.5% |
| 7D | -0.9% | -4.1% | +3.2% | -0.4% |
| 30D | -2.2% | -13.6% | +11.4% | -0.4% |
| 3M | -1.9% | -2.3% | +0.3% | -1.9% |
| 6M | +3.2% | +21.9% | -18.7% | +0.1% |
| YTD | +9.4% | -0.6% | +10.0% | +8.7% |
| 1Y | +7.5% | +29.7% | -22.2% | +2.7% |
| 3Y | +31.1% | +107.3% | -76.2% | +12.5% |
| 5Y | +6.6% | +20.5% | -13.9% | -4.0% |
| All | +6.6% | +22.2% | -15.7% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling