+1,197.0%
VST vs VNQ
+65.2%
+1,131.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | +2.0% | -2.6% | +4.6% | +3.9% |
| 30D | +1.5% | -2.3% | +3.8% | +3.2% |
| 3M | +6.3% | -2.8% | +9.1% | +7.9% |
| 6M | -10.3% | +2.5% | -12.8% | -12.3% |
| YTD | -8.6% | +8.4% | -17.0% | -14.2% |
| 1Y | -29.3% | +6.8% | -36.1% | -33.1% |
| 3Y | +344.9% | +29.9% | +315.0% | +261.6% |
| 5Y | +774.8% | +7.2% | +767.6% | +712.5% |
| All | +1,197.0% | +65.2% | +1,131.8% | +793.3% |
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 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