+597.9%
XYZ vs VNQ
+62.8%
+535.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.6% |
| 7D | -5.2% | -2.6% | -2.5% | -2.1% |
| 30D | 0.0% | -2.3% | +2.3% | +2.9% |
| 3M | +18.7% | -2.8% | +21.5% | +22.4% |
| 6M | +20.5% | +2.5% | +18.0% | +16.3% |
| YTD | +21.5% | +8.4% | +13.0% | +9.5% |
| 1Y | +7.2% | +6.8% | +0.4% | -1.9% |
| 3Y | +49.0% | +29.9% | +19.0% | +7.2% |
| 5Y | -68.1% | +7.2% | -75.3% | -69.3% |
| All | +597.9% | +62.8% | +535.0% | +333.7% |
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 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