+228.2%
VT vs VNQ
+59.3%
+168.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | -0.1% | -0.9% | +0.7% | +0.4% |
| 30D | -0.7% | -2.2% | +1.6% | +0.7% |
| 3M | +4.0% | -1.9% | +5.9% | +4.9% |
| 6M | +12.3% | +3.2% | +9.0% | +9.7% |
| YTD | +14.0% | +9.4% | +4.6% | +7.5% |
| 1Y | +20.3% | +7.5% | +12.8% | +14.4% |
| 3Y | +75.4% | +31.1% | +44.4% | +46.0% |
| 5Y | +66.0% | +6.6% | +59.4% | +55.9% |
| 10Y | +228.2% | +63.9% | +164.3% | +136.4% |
| All | +228.2% | +59.3% | +168.9% | +136.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling