+387.0%
VNQ vs VMC
+573.7%
-186.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | +0.4% |
| 7D | -0.9% | -5.3% | +4.4% | +1.5% |
| 30D | -2.2% | -12.3% | +10.0% | +3.3% |
| 3M | -1.9% | -10.3% | +8.3% | +2.1% |
| 6M | +3.2% | -8.6% | +11.8% | +6.2% |
| YTD | +9.4% | -11.9% | +21.3% | +13.6% |
| 1Y | +7.5% | -13.9% | +21.4% | +12.5% |
| 3Y | +31.1% | +18.2% | +12.9% | +16.7% |
| 5Y | +6.6% | +47.7% | -41.2% | -15.5% |
| 10Y | +63.9% | +152.5% | -88.5% | -8.8% |
| All | +387.0% | +573.7% | -186.8% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling