+505.8%
VNQ vs SPXU
-100.0%
+605.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.6% |
| 7D | -0.9% | +1.3% | -2.1% | -0.5% |
| 30D | -2.2% | +5.1% | -7.4% | -0.7% |
| 3M | -1.9% | -9.1% | +7.2% | -4.4% |
| 6M | +3.2% | -29.6% | +32.8% | -6.2% |
| YTD | +9.4% | -27.7% | +37.1% | +0.6% |
| 1Y | +7.5% | -37.0% | +44.5% | -4.7% |
| 3Y | +31.1% | -80.2% | +111.2% | -12.4% |
| 5Y | +6.6% | -86.0% | +92.6% | -26.9% |
| 10Y | +63.9% | -99.5% | +163.5% | -49.6% |
| All | +505.8% | -100.0% | +605.8% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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