+321.7%
VWO vs VNQ
+346.4%
-24.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.0% |
| 30D | -0.1% | -2.6% | +2.5% | +1.4% |
| 3M | +2.2% | -2.0% | +4.3% | +3.1% |
| 6M | +8.8% | +4.3% | +4.4% | +5.7% |
| YTD | +12.4% | +9.2% | +3.2% | +6.2% |
| 1Y | +15.6% | +5.6% | +10.0% | +11.3% |
| 3Y | +62.5% | +30.8% | +31.7% | +35.8% |
| 5Y | +34.3% | +8.0% | +26.3% | +23.5% |
| 10Y | +114.8% | +63.7% | +51.1% | +47.3% |
| All | +321.7% | +346.4% | -24.8% | +46.0% |
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