+94.0%
VNQ vs TRU
+225.6%
-131.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -2.6% | -9.4% | +6.8% | +0.4% |
| 30D | -2.3% | -4.1% | +1.8% | -1.2% |
| 3M | -2.8% | +13.6% | -16.4% | -7.3% |
| 6M | +2.5% | +3.6% | -1.1% | +0.1% |
| YTD | +8.4% | -9.8% | +18.3% | +9.8% |
| 1Y | +6.8% | -13.6% | +20.4% | +9.1% |
| 3Y | +29.9% | -2.0% | +31.9% | +20.3% |
| 5Y | +7.2% | -35.8% | +43.0% | +13.4% |
| 10Y | +62.5% | +142.9% | -80.4% | +20.1% |
| All | +94.0% | +225.6% | -131.6% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling