+30.8%
VNQ vs VO
+55.8%
-25.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | -1.3% | -1.5% | +0.2% | 0.0% |
| 30D | -2.6% | -3.0% | +0.5% | -0.1% |
| 3M | -2.0% | +2.8% | -4.9% | -4.3% |
| 6M | +4.3% | +10.9% | -6.6% | -4.6% |
| YTD | +9.2% | +12.5% | -3.2% | -1.4% |
| 1Y | +5.6% | +12.0% | -6.4% | -4.4% |
| 3Y | +30.8% | +56.3% | -25.4% | -19.4% |
| All | +30.8% | +55.8% | -25.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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