+935.5%
VTI vs VNQ
+386.3%
+549.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.9% | -1.3% | +0.4% | -0.3% |
| 30D | -1.4% | -2.6% | +1.1% | -0.2% |
| 3M | +3.6% | -2.0% | +5.6% | +4.5% |
| 6M | +13.6% | +4.3% | +9.3% | +10.9% |
| YTD | +12.9% | +9.2% | +3.7% | +7.6% |
| 1Y | +17.2% | +5.6% | +11.6% | +13.5% |
| 3Y | +75.7% | +30.8% | +44.8% | +51.7% |
| 5Y | +75.4% | +8.0% | +67.5% | +66.6% |
| 10Y | +303.3% | +63.7% | +239.6% | +209.3% |
| All | +935.5% | +386.3% | +549.3% | +327.3% |
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