+33.2%
W vs VNQ
+30.7%
+2.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -0.1% |
| 7D | -0.9% | -1.3% | +0.4% | +1.3% |
| 30D | -4.2% | -2.6% | -1.7% | +0.1% |
| 3M | +26.9% | -2.0% | +28.9% | +30.7% |
| 6M | +31.2% | +4.3% | +26.9% | +20.5% |
| YTD | -1.8% | +9.2% | -11.1% | -17.9% |
| 1Y | +9.3% | +5.6% | +3.7% | -3.0% |
| 3Y | +33.2% | +30.8% | +2.4% | -21.6% |
| All | +33.2% | +30.7% | +2.5% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling