+60.6%
VNQ vs RL
+308.3%
-247.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.6% | -2.2% | -0.4% | -2.1% |
| 30D | -2.3% | -15.3% | +13.0% | +1.5% |
| 3M | -2.8% | -10.3% | +7.5% | -0.6% |
| 6M | +2.5% | -2.2% | +4.7% | +2.1% |
| YTD | +8.4% | -4.3% | +12.7% | +8.3% |
| 1Y | +6.8% | +8.9% | -2.1% | +3.1% |
| 3Y | +29.9% | +201.4% | -171.5% | -5.8% |
| 5Y | +7.2% | +230.6% | -223.4% | -26.2% |
| All | +60.6% | +308.3% | -247.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling