+1,216.9%
VST vs VNQ
+68.5%
+1,148.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.0% |
| 7D | +8.9% | -1.3% | +10.2% | +9.9% |
| 30D | +6.2% | -2.9% | +9.1% | +8.4% |
| 3M | -2.7% | +0.8% | -3.5% | -3.9% |
| 6M | -8.4% | +2.5% | -10.8% | -10.4% |
| YTD | -7.2% | +10.6% | -17.8% | -14.1% |
| 1Y | -20.9% | +9.1% | -30.0% | -26.3% |
| 3Y | +384.0% | +31.0% | +353.0% | +290.9% |
| 5Y | +757.1% | +4.9% | +752.2% | +709.9% |
| All | +1,216.9% | +68.5% | +1,148.3% | +794.0% |
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