+399.1%
VNQ vs M
+113.9%
+285.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +0.8% | +7.0% | -6.2% | -1.1% |
| 30D | +6.8% | +8.9% | -2.1% | +4.0% |
| 3M | -1.3% | +4.5% | -5.8% | -3.0% |
| 6M | +2.4% | +36.2% | -33.8% | -7.2% |
| YTD | +12.1% | +15.1% | -3.0% | +5.5% |
| 1Y | +12.0% | +27.4% | -15.5% | +2.2% |
| 3Y | +44.8% | +160.1% | -115.4% | -0.3% |
| 5Y | +6.9% | -1.6% | +8.4% | -10.7% |
| 10Y | +82.9% | -7.7% | +90.6% | +19.3% |
| All | +399.1% | +113.9% | +285.2% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling