+7.8%
VNQ vs VSXY
+33.4%
-25.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | -2.3% | -22.1% | +19.7% | -0.4% |
| 3M | -2.8% | -1.1% | -1.7% | -3.1% |
| 6M | +2.5% | +53.8% | -51.3% | -2.9% |
| YTD | +8.4% | +35.5% | -27.0% | +3.5% |
| 1Y | +6.8% | +186.0% | -179.2% | -5.9% |
| 3Y | +29.9% | +343.2% | -313.2% | +3.2% |
| 5Y | +7.2% | +19.0% | -11.8% | -5.1% |
| All | +7.8% | +33.4% | -25.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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