+392.1%
VNQ vs SPY
+928.6%
-536.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.5% |
| 7D | -0.4% | +0.5% | -0.9% | -1.0% |
| 30D | -2.5% | -0.9% | -1.6% | -1.5% |
| 3M | +1.4% | +3.9% | -2.5% | -3.4% |
| 6M | +4.6% | +14.5% | -10.0% | -11.0% |
| YTD | +10.5% | +12.9% | -2.4% | -4.6% |
| 1Y | +8.4% | +19.4% | -11.0% | -12.4% |
| 3Y | +32.4% | +78.5% | -46.0% | -34.4% |
| 5Y | +5.5% | +81.8% | -76.3% | -49.8% |
| 10Y | +59.1% | +311.5% | -252.4% | -73.9% |
| All | +392.1% | +928.6% | -536.5% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling