+30.8%
VNQ vs TRU
-1.3%
+32.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.3% | -2.7% | +1.5% | -0.7% |
| 30D | -2.6% | -2.0% | -0.5% | -2.3% |
| 3M | -2.0% | +18.4% | -20.5% | -5.5% |
| 6M | +4.3% | +8.9% | -4.5% | +1.9% |
| YTD | +9.2% | -8.9% | +18.2% | +10.0% |
| 1Y | +5.6% | -15.9% | +21.5% | +7.9% |
| 3Y | +30.8% | -1.1% | +31.9% | +35.3% |
| All | +30.8% | -1.3% | +32.1% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling