+78.5%
VUG vs VNQ
+7.0%
+71.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -0.5% | -1.3% | +0.8% | +0.3% |
| 30D | -1.0% | -2.6% | +1.6% | +0.7% |
| 3M | +3.5% | -2.0% | +5.5% | +4.5% |
| 6M | +14.2% | +4.3% | +9.9% | +10.2% |
| YTD | +8.5% | +9.2% | -0.7% | +1.3% |
| 1Y | +12.9% | +5.6% | +7.3% | +7.7% |
| 3Y | +85.6% | +30.8% | +54.8% | +47.9% |
| All | +78.5% | +7.0% | +71.5% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling