+8.1%
VNQ vs S
-71.0%
+79.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | -2.2% | -12.6% | +10.3% | -1.2% |
| 3M | -1.9% | +27.6% | -29.5% | -4.6% |
| 6M | +3.2% | +35.5% | -32.2% | -0.7% |
| YTD | +9.4% | +29.6% | -20.2% | +5.5% |
| 1Y | +7.5% | +8.1% | -0.6% | +5.4% |
| 3Y | +31.1% | +14.8% | +16.3% | +24.5% |
| All | +8.1% | -71.0% | +79.1% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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