-33.2%
VRSK vs VNQ
+7.2%
-40.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -5.2% | -1.3% | -3.9% | -4.5% |
| 30D | -2.3% | -2.6% | +0.3% | -0.9% |
| 3M | -2.9% | -2.0% | -0.9% | -1.2% |
| 6M | -12.8% | +4.3% | -17.1% | -13.3% |
| YTD | -20.8% | +9.2% | -30.0% | -25.1% |
| 1Y | -33.2% | +5.6% | -38.8% | -34.1% |
| All | -33.2% | +7.2% | -40.5% | -34.1% |
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