+7.2%
VNQ vs TRU
-35.6%
+42.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.3% | -2.7% | +1.5% | -0.6% |
| 30D | -2.6% | -2.0% | -0.5% | -2.2% |
| 3M | -2.0% | +18.4% | -20.5% | -6.8% |
| 6M | +4.3% | +8.9% | -4.5% | +1.0% |
| YTD | +9.2% | -8.9% | +18.2% | +10.3% |
| 1Y | +5.6% | -15.9% | +21.5% | +8.6% |
| 3Y | +30.8% | -1.1% | +31.9% | +23.8% |
| All | +7.2% | -35.6% | +42.8% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling