+533.2%
XYZ vs VNQ
+89.1%
+444.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | 0.0% |
| 7D | -1.0% | -1.3% | +0.3% | +0.5% |
| 30D | -1.7% | -2.9% | +1.2% | +1.7% |
| 3M | +16.7% | +0.8% | +15.9% | +15.2% |
| 6M | +26.9% | +2.5% | +24.4% | +22.6% |
| YTD | +27.1% | +10.6% | +16.5% | +12.4% |
| 1Y | +9.3% | +9.1% | +0.2% | -2.2% |
| 3Y | +42.3% | +31.0% | +11.2% | +2.7% |
| 5Y | -69.3% | +4.9% | -74.2% | -69.9% |
| 10Y | +586.8% | +59.5% | +527.4% | +348.5% |
| All | +533.2% | +89.1% | +444.1% | +265.8% |
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