+392.1%
VNQ vs SPG
+956.3%
-564.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.8% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -2.5% | -4.9% | +2.4% | +0.5% |
| 3M | +1.4% | +3.3% | -1.9% | -0.8% |
| 6M | +4.6% | +11.2% | -6.7% | -2.4% |
| YTD | +10.5% | +17.1% | -6.5% | -0.2% |
| 1Y | +8.4% | +21.6% | -13.2% | -4.6% |
| 3Y | +32.4% | +111.9% | -79.4% | -19.0% |
| 5Y | +5.5% | +106.9% | -101.5% | -36.5% |
| 10Y | +59.1% | +62.2% | -3.1% | -11.0% |
| All | +392.1% | +956.3% | -564.2% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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