-30.6%
VRSK vs VNQ
+9.6%
-40.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.2% |
| 7D | -3.1% | -1.3% | -1.9% | -2.4% |
| 30D | -1.6% | -2.9% | +1.4% | 0.0% |
| 3M | +3.5% | +0.8% | +2.7% | +4.2% |
| 6M | -13.4% | +2.5% | -15.8% | -13.2% |
| YTD | -16.5% | +10.6% | -27.1% | -21.5% |
| 1Y | -30.6% | +9.1% | -39.7% | -33.3% |
| All | -30.6% | +9.6% | -40.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling