+165.0%
W vs VNQ
+113.6%
+51.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | +6.5% | -0.4% | +6.9% | +7.0% |
| 30D | -6.2% | -2.5% | -3.7% | -3.1% |
| 3M | +48.9% | +1.4% | +47.5% | +46.1% |
| 6M | +31.2% | +4.6% | +26.6% | +23.8% |
| YTD | -0.4% | +10.5% | -11.0% | -12.9% |
| 1Y | +14.8% | +8.4% | +6.4% | +2.9% |
| 3Y | +40.5% | +32.4% | +8.1% | +5.1% |
| 5Y | -62.1% | +5.5% | -67.6% | -61.0% |
| 10Y | +141.5% | +59.1% | +82.4% | +65.5% |
| All | +165.0% | +113.6% | +51.4% | +12.7% |
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