+357.5%
VNQ vs MKTX
+1,442.6%
-1,085.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.3% | -0.2% | -1.0% | -1.2% |
| 30D | -2.6% | +0.7% | -3.3% | -2.8% |
| 3M | -2.0% | +40.8% | -42.8% | -13.6% |
| 6M | +4.3% | -8.0% | +12.3% | +4.9% |
| YTD | +9.2% | -8.7% | +18.0% | +9.8% |
| 1Y | +5.6% | -11.8% | +17.5% | +7.0% |
| 3Y | +30.8% | -24.0% | +54.9% | +34.1% |
| 5Y | +8.0% | -60.3% | +68.3% | +32.3% |
| 10Y | +63.7% | +5.0% | +58.7% | +33.8% |
| All | +357.5% | +1,442.6% | -1,085.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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