+1,075.1%
VST vs VNQ
+70.8%
+1,004.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.6% | +0.8% | +5.8% | +6.1% |
| 30D | -12.4% | +6.8% | -19.1% | -16.8% |
| 3M | -9.0% | -1.3% | -7.7% | -8.6% |
| 6M | -6.4% | +2.4% | -8.8% | -9.0% |
| YTD | -17.2% | +12.1% | -29.3% | -24.5% |
| 1Y | -22.0% | +12.0% | -34.0% | -28.9% |
| 3Y | +296.7% | +44.8% | +251.9% | +197.3% |
| 5Y | +637.6% | +6.9% | +630.7% | +584.1% |
| 10Y | +1,138.2% | +82.9% | +1,055.3% | +702.3% |
| All | +1,075.1% | +70.8% | +1,004.3% | +686.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling