+29.9%
VNQ vs VMC
+17.8%
+12.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -2.6% | -3.7% | +1.1% | -1.7% |
| 30D | -2.3% | -12.8% | +10.4% | +1.1% |
| 3M | -2.8% | -7.9% | +5.1% | -1.0% |
| 6M | +2.5% | -7.5% | +10.0% | +4.0% |
| YTD | +8.4% | -11.6% | +20.1% | +10.7% |
| 1Y | +6.8% | -14.3% | +21.0% | +9.8% |
| All | +29.9% | +17.8% | +12.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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