+92.9%
VNQ vs P
+535.2%
-442.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | +0.8% | +11.6% | -10.8% | -0.5% |
| 30D | +6.8% | -23.7% | +30.5% | +9.5% |
| 3M | -1.3% | -8.0% | +6.7% | -1.4% |
| 6M | +2.4% | +27.9% | -25.5% | -2.7% |
| YTD | +12.1% | +61.2% | -49.0% | +2.5% |
| 1Y | +12.0% | +28.6% | -16.6% | +4.5% |
| 3Y | +44.8% | +200.5% | -155.7% | +12.9% |
| 5Y | +6.9% | +282.9% | -276.1% | -21.7% |
| 10Y | +82.9% | +665.9% | -583.0% | +15.0% |
| All | +92.9% | +535.2% | -442.3% | +19.4% |
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