+94.0%
VNQ vs P
+526.5%
-432.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.6% |
| 7D | -1.0% | -4.7% | +3.7% | -0.7% |
| 30D | +6.2% | -31.4% | +37.6% | +10.2% |
| 3M | +1.5% | -2.6% | +4.2% | +0.7% |
| 6M | +2.1% | +21.9% | -19.8% | -2.4% |
| YTD | +12.8% | +58.9% | -46.2% | +3.3% |
| 1Y | +10.4% | +21.7% | -11.3% | +3.8% |
| 3Y | +44.4% | +193.3% | -148.9% | +13.0% |
| 5Y | +7.4% | +275.1% | -267.7% | -21.1% |
| 10Y | +84.0% | +655.3% | -571.4% | +15.9% |
| All | +94.0% | +526.5% | -432.4% | +20.3% |
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