+7.2%
VNQ vs Z
-64.7%
+71.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.1% |
| 7D | -1.3% | -6.0% | +4.8% | -0.3% |
| 30D | -2.6% | -2.3% | -0.3% | -2.4% |
| 3M | -2.0% | -0.6% | -1.4% | -2.5% |
| 6M | +4.3% | -27.6% | +31.9% | +9.0% |
| YTD | +9.2% | -52.4% | +61.6% | +21.9% |
| 1Y | +5.6% | -63.6% | +69.2% | +23.1% |
| 3Y | +30.8% | -36.4% | +67.2% | +34.3% |
| All | +7.2% | -64.7% | +71.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling