+392.1%
VNQ vs RRC
+297.7%
+94.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | -2.5% | +9.4% | -12.0% | -4.1% |
| 3M | +1.4% | +7.4% | -6.0% | -0.1% |
| 6M | +4.6% | +1.5% | +3.1% | +3.8% |
| YTD | +10.5% | +19.4% | -8.9% | +6.4% |
| 1Y | +8.4% | +24.2% | -15.8% | +3.3% |
| 3Y | +32.4% | +32.8% | -0.4% | +22.4% |
| 5Y | +5.5% | +152.9% | -147.4% | -17.5% |
| 10Y | +59.1% | +3.9% | +55.2% | +30.1% |
| All | +392.1% | +297.7% | +94.4% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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