+215.2%
XLY vs VNQ
+64.0%
+151.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | -1.7% | -1.3% | -0.4% | -0.8% |
| 30D | -4.2% | -2.6% | -1.6% | -2.4% |
| 3M | -2.7% | -2.0% | -0.7% | -1.5% |
| 6M | -0.6% | +4.3% | -5.0% | -3.8% |
| YTD | -5.0% | +9.2% | -14.3% | -11.0% |
| 1Y | -4.1% | +5.6% | -9.7% | -8.1% |
| 3Y | +33.6% | +30.8% | +2.7% | +9.6% |
| 5Y | +28.7% | +8.0% | +20.7% | +20.4% |
| All | +215.2% | +64.0% | +151.2% | +125.5% |
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