+392.5%
VNQ vs M
+97.9%
+294.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.4% |
| 7D | -1.3% | +4.7% | -6.0% | -2.5% |
| 30D | -2.9% | -9.6% | +6.7% | -0.3% |
| 3M | +0.8% | +0.9% | -0.1% | -0.1% |
| 6M | +2.5% | +22.3% | -19.8% | -4.1% |
| YTD | +10.6% | +6.5% | +4.1% | +6.9% |
| 1Y | +9.1% | +38.8% | -29.7% | -2.8% |
| 3Y | +31.0% | +115.9% | -84.9% | -4.7% |
| 5Y | +4.9% | +28.6% | -23.7% | -20.5% |
| 10Y | +59.5% | -2.5% | +62.0% | +0.1% |
| All | +392.5% | +97.9% | +294.6% | +58.5% |
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