+330.4%
VZ vs VNQ
+392.5%
-62.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.1% | -1.3% | +1.3% | +0.5% |
| 30D | +7.9% | -2.9% | +10.8% | +9.0% |
| 3M | +13.6% | +0.8% | +12.9% | +13.4% |
| 6M | +1.1% | +2.5% | -1.4% | +0.2% |
| YTD | +29.3% | +10.6% | +18.7% | +24.7% |
| 1Y | +21.2% | +9.1% | +12.2% | +17.5% |
| 3Y | +75.9% | +31.0% | +44.9% | +58.7% |
| 5Y | +24.1% | +4.9% | +19.2% | +19.9% |
| 10Y | +62.4% | +59.5% | +2.9% | +32.4% |
| All | +330.4% | +392.5% | -62.2% | +104.0% |
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