+90.4%
VNQ vs P
+485.4%
-395.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | -1.3% | +6.5% | -7.8% | -2.0% |
| 30D | -2.9% | +18.8% | -21.8% | -5.2% |
| 3M | +0.8% | +26.7% | -26.0% | -2.9% |
| 6M | +2.5% | +62.2% | -59.7% | -5.0% |
| YTD | +10.6% | +48.5% | -37.9% | +3.1% |
| 1Y | +9.1% | +26.4% | -17.3% | +2.5% |
| 3Y | +31.0% | +159.4% | -128.4% | +5.2% |
| 5Y | +4.9% | +275.8% | -270.9% | -22.6% |
| 10Y | +59.5% | +732.0% | -672.6% | +1.2% |
| All | +90.4% | +485.4% | -395.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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