+1,300.7%
VUG vs VNQ
+387.0%
+913.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | -1.7% | -2.2% | +0.6% | -0.6% |
| 3M | +2.8% | -1.9% | +4.8% | +3.5% |
| 6M | +13.6% | +3.2% | +10.4% | +11.5% |
| YTD | +8.1% | +9.4% | -1.3% | +3.1% |
| 1Y | +13.1% | +7.5% | +5.6% | +8.7% |
| 3Y | +87.0% | +31.1% | +55.9% | +62.3% |
| 5Y | +76.0% | +6.6% | +69.4% | +69.0% |
| 10Y | +420.5% | +63.9% | +356.5% | +307.8% |
| All | +1,300.7% | +387.0% | +913.8% | +521.9% |
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