+382.8%
VNQ vs RRX
+819.5%
-436.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | 0.0% |
| 7D | -2.6% | -3.7% | +1.1% | -1.0% |
| 30D | -2.3% | -9.3% | +6.9% | +1.6% |
| 3M | -2.8% | -21.8% | +19.0% | +5.1% |
| 6M | +2.5% | -22.0% | +24.5% | +8.4% |
| YTD | +8.4% | +11.9% | -3.5% | -4.3% |
| 1Y | +6.8% | +11.6% | -4.8% | -7.0% |
| 3Y | +29.9% | +2.2% | +27.7% | +7.5% |
| 5Y | +7.2% | +14.9% | -7.7% | -20.8% |
| 10Y | +62.5% | +214.2% | -151.7% | -39.6% |
| All | +382.8% | +819.5% | -436.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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