+2,486.9%
VRT vs VNQ
+56.6%
+2,430.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.0% |
| 7D | -8.4% | -1.3% | -7.1% | -7.3% |
| 30D | -10.9% | -2.6% | -8.3% | -8.9% |
| 3M | -13.7% | -2.0% | -11.7% | -13.2% |
| 6M | -4.1% | +4.3% | -8.5% | -8.6% |
| YTD | +58.7% | +9.2% | +49.5% | +45.4% |
| 1Y | +89.6% | +5.6% | +84.0% | +78.2% |
| 3Y | +558.1% | +30.8% | +527.3% | +404.5% |
| 5Y | +953.0% | +8.0% | +945.0% | +877.5% |
| All | +2,486.9% | +56.6% | +2,430.3% | +1,796.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling