+221.8%
VT vs VNQ
+83.2%
+138.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.4% | +0.8% | +1.6% | +1.9% |
| 30D | -1.5% | +6.8% | -8.3% | -5.4% |
| 3M | -4.1% | -1.3% | -2.8% | -3.4% |
| 6M | +0.6% | +2.4% | -1.8% | -1.3% |
| YTD | +11.0% | +12.1% | -1.1% | +3.0% |
| 1Y | +13.3% | +12.0% | +1.4% | +5.2% |
| 3Y | +73.4% | +44.8% | +28.6% | +35.5% |
| 5Y | +57.4% | +6.9% | +50.6% | +47.6% |
| All | +221.8% | +83.2% | +138.6% | +123.0% |
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 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