+230.3%
VT vs VNQ
+60.9%
+169.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.0% | -0.4% | +1.4% | +1.2% |
| 30D | -0.2% | -2.5% | +2.3% | +1.3% |
| 3M | +4.5% | +1.4% | +3.2% | +3.4% |
| 6M | +14.1% | +4.6% | +9.5% | +10.6% |
| YTD | +14.8% | +10.5% | +4.2% | +7.5% |
| 1Y | +21.2% | +8.4% | +12.8% | +14.7% |
| 3Y | +76.6% | +32.4% | +44.1% | +46.0% |
| 5Y | +66.6% | +5.5% | +61.1% | +57.5% |
| All | +230.3% | +60.9% | +169.4% | +136.5% |
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