+87.6%
VNQ vs Z
+25.1%
+62.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.3% |
| 7D | -1.3% | -3.0% | +1.7% | -0.8% |
| 30D | -2.9% | -4.2% | +1.3% | -2.5% |
| 3M | +0.8% | -3.7% | +4.5% | +0.9% |
| 6M | +2.5% | -24.5% | +27.0% | +6.1% |
| YTD | +10.6% | -49.3% | +59.9% | +21.3% |
| 1Y | +9.1% | -58.7% | +67.7% | +23.0% |
| 3Y | +31.0% | -34.1% | +65.2% | +34.0% |
| 5Y | +4.9% | -64.5% | +69.5% | +11.4% |
| 10Y | +59.5% | -0.5% | +59.9% | +31.9% |
| All | +87.6% | +25.1% | +62.5% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling