+14.3%
VNQ vs S
-56.8%
+71.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.3% | -7.7% | +6.5% | -0.6% |
| 30D | -2.9% | -5.3% | +2.4% | -2.6% |
| 3M | +0.8% | +20.3% | -19.5% | -1.3% |
| 6M | +2.5% | +47.4% | -44.9% | -2.0% |
| YTD | +10.6% | +32.5% | -21.9% | +6.7% |
| 1Y | +9.1% | +9.5% | -0.5% | +6.9% |
| 3Y | +31.0% | +15.5% | +15.5% | +24.8% |
| 5Y | +4.9% | -71.2% | +76.1% | +3.4% |
| All | +14.3% | -56.8% | +71.1% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling