+392.1%
VNQ vs VO
+803.7%
-411.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.5% |
| 7D | -0.4% | +0.6% | -1.0% | -1.1% |
| 30D | -2.5% | -1.1% | -1.5% | -1.4% |
| 3M | +1.4% | +4.5% | -3.2% | -3.6% |
| 6M | +4.6% | +11.1% | -6.5% | -7.1% |
| YTD | +10.5% | +13.5% | -3.0% | -4.4% |
| 1Y | +8.4% | +14.5% | -6.1% | -7.3% |
| 3Y | +32.4% | +58.1% | -25.7% | -21.4% |
| 5Y | +5.5% | +43.3% | -37.8% | -31.4% |
| 10Y | +59.1% | +193.2% | -134.1% | -57.0% |
| All | +392.1% | +803.7% | -411.6% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling