+386.3%
VNQ vs RSG
+1,723.0%
-1,336.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -2.6% | +4.0% | -6.5% | -5.1% |
| 3M | -2.0% | +7.4% | -9.4% | -6.9% |
| 6M | +4.3% | +0.1% | +4.2% | +3.4% |
| YTD | +9.2% | +6.0% | +3.2% | +3.8% |
| 1Y | +5.6% | -3.0% | +8.6% | +6.3% |
| 3Y | +30.8% | +56.5% | -25.6% | -6.9% |
| 5Y | +8.0% | +90.9% | -83.0% | -34.2% |
| 10Y | +63.7% | +428.7% | -365.0% | -51.3% |
| All | +386.3% | +1,723.0% | -1,336.7% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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