-11.1%
VRSK vs VNQ
+7.0%
-18.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | -2.9% | -2.0% | -0.9% | -1.5% |
| 6M | -12.8% | +4.3% | -17.1% | -14.9% |
| YTD | -20.8% | +9.2% | -30.0% | -25.0% |
| 1Y | -33.2% | +5.6% | -38.8% | -35.4% |
| 3Y | -26.6% | +30.8% | -57.4% | -38.6% |
| All | -11.1% | +7.0% | -18.1% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling