+6.6%
VNQ vs RL
+233.3%
-226.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.3% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -2.2% | -17.5% | +15.3% | +2.1% |
| 3M | -1.9% | -14.0% | +12.1% | +1.1% |
| 6M | +3.2% | -2.0% | +5.2% | +2.7% |
| YTD | +9.4% | -4.6% | +14.0% | +9.3% |
| 1Y | +7.5% | +9.5% | -2.0% | +3.6% |
| 3Y | +31.1% | +200.5% | -169.4% | -7.1% |
| 5Y | +6.6% | +226.3% | -219.7% | -29.3% |
| All | +6.6% | +233.3% | -226.8% | -29.3% |
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