+358.6%
VT vs VNQ
+235.8%
+122.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.1% | +2.2% | -2.3% | -1.2% |
| 30D | -3.1% | +7.1% | -10.2% | -6.4% |
| 3M | -3.5% | +0.8% | -4.3% | -4.0% |
| 6M | +0.5% | +2.2% | -1.8% | -1.0% |
| YTD | +10.8% | +12.8% | -2.0% | +3.8% |
| 1Y | +11.9% | +11.7% | +0.2% | +5.3% |
| 3Y | +73.0% | +44.5% | +28.5% | +41.9% |
| 5Y | +58.6% | +7.6% | +51.0% | +50.2% |
| 10Y | +219.2% | +85.2% | +134.0% | +128.1% |
| All | +358.6% | +235.8% | +122.8% | +132.0% |
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