+63.6%
VNQI vs SPY
+748.0%
-684.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.5% |
| 7D | -2.6% | -0.8% | -1.9% | -2.1% |
| 30D | -3.7% | -1.1% | -2.6% | -3.0% |
| 3M | -2.9% | +3.9% | -6.7% | -5.6% |
| 6M | -5.8% | +13.6% | -19.4% | -14.1% |
| YTD | -3.8% | +12.7% | -16.5% | -11.9% |
| 1Y | -4.1% | +17.5% | -21.6% | -14.9% |
| 3Y | +25.1% | +76.9% | -51.8% | -19.2% |
| 5Y | -8.1% | +83.6% | -91.7% | -43.2% |
| 10Y | +19.2% | +320.7% | -301.4% | -65.4% |
| All | +63.6% | +748.0% | -684.3% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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