+61.8%
VNQ vs SPY
+322.5%
-260.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | 0.0% |
| 7D | -1.3% | -0.8% | -0.5% | -0.6% |
| 30D | -2.6% | -1.1% | -1.5% | -1.7% |
| 3M | -2.0% | +3.9% | -5.9% | -5.3% |
| 6M | +4.3% | +13.6% | -9.3% | -6.7% |
| YTD | +9.2% | +12.7% | -3.4% | -1.8% |
| 1Y | +5.6% | +17.5% | -11.9% | -8.6% |
| 3Y | +30.8% | +76.9% | -46.1% | -22.0% |
| 5Y | +8.0% | +83.6% | -75.6% | -38.2% |
| All | +61.8% | +322.5% | -260.7% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling