-50.0%
VTRS vs VNQ
+64.0%
-114.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | -2.2% | -1.3% | -0.9% | -1.4% |
| 30D | +3.3% | -2.6% | +5.9% | +5.0% |
| 3M | +2.0% | -2.0% | +4.0% | +3.3% |
| 6M | +19.9% | +4.3% | +15.6% | +16.9% |
| YTD | +35.7% | +9.2% | +26.5% | +28.5% |
| 1Y | +68.1% | +5.6% | +62.5% | +62.6% |
| 3Y | +87.1% | +30.8% | +56.2% | +58.8% |
| 5Y | +47.6% | +8.0% | +39.7% | +39.0% |
| All | -50.0% | +64.0% | -114.0% | -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 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