+6.1%
VNQ vs RL
+239.2%
-233.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.8% | +2.6% | -1.8% | +0.1% |
| 30D | +6.8% | +2.9% | +3.8% | +5.9% |
| 3M | -1.3% | 0.0% | -1.3% | -1.5% |
| 6M | +2.4% | +17.1% | -14.7% | -2.2% |
| YTD | +12.1% | +10.1% | +2.0% | +8.1% |
| 1Y | +12.0% | +17.3% | -5.3% | +6.2% |
| 3Y | +44.8% | +249.3% | -204.6% | -2.8% |
| All | +6.1% | +239.2% | -233.1% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling