+712.5%
VTR vs VNQ
+386.3%
+326.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.2% |
| 7D | -0.3% | -1.3% | +1.0% | +1.0% |
| 30D | +1.1% | -2.6% | +3.7% | +3.8% |
| 3M | +7.9% | -2.0% | +9.9% | +10.3% |
| 6M | +6.2% | +4.3% | +1.8% | +1.6% |
| YTD | +17.7% | +9.2% | +8.5% | +7.3% |
| 1Y | +32.9% | +5.6% | +27.3% | +25.3% |
| 3Y | +129.7% | +30.8% | +98.8% | +70.8% |
| 5Y | +89.3% | +8.0% | +81.3% | +71.3% |
| 10Y | +99.1% | +63.7% | +35.4% | +32.2% |
| All | +712.5% | +386.3% | +326.3% | +61.1% |
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