+248.8%
XLF vs VNQ
+64.0%
+184.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.2% |
| 7D | -1.5% | -1.3% | -0.2% | -0.6% |
| 30D | -1.2% | -2.6% | +1.4% | +0.7% |
| 3M | +9.2% | -2.0% | +11.2% | +10.6% |
| 6M | +16.3% | +4.3% | +12.0% | +12.5% |
| YTD | +5.4% | +9.2% | -3.8% | -1.5% |
| 1Y | +7.6% | +5.6% | +2.0% | +3.0% |
| 3Y | +74.2% | +30.8% | +43.4% | +40.6% |
| 5Y | +66.1% | +8.0% | +58.2% | +53.3% |
| All | +248.8% | +64.0% | +184.8% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling