-68.0%
XYZ vs VNQ
+6.5%
-74.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | +0.6% |
| 7D | -3.7% | -0.9% | -2.8% | -2.5% |
| 30D | +0.5% | -2.2% | +2.8% | +3.9% |
| 3M | +16.3% | -1.9% | +18.2% | +19.2% |
| 6M | +21.1% | +3.2% | +17.9% | +14.3% |
| YTD | +22.0% | +9.4% | +12.6% | +5.3% |
| 1Y | +5.2% | +7.5% | -2.4% | -7.3% |
| 3Y | +49.6% | +31.1% | +18.5% | -7.9% |
| All | -68.0% | +6.5% | -74.4% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling