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Benchmark SP 500  1,652   12.77  Index Moved Up 0.78% United States ...


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Collecting data for VNQ and ^GSPC ...

Asset Comparison and Correlation

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Investment horizon: 
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 Vanguard REIT Index ETF  vs   S&P 500
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Daily Returns (%)
GSPC   VNQ   
 
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Considering 30-days investment horizon, Vanguard REIT Index ETF is expected to under-perform the SP 500. In addition to that, Vanguard is 1.49 times more volatile than S&P 500. It trades about -0.35 of its total potential returns per unit of risk. S&P 500 is currently generating about -0.05 per unit of volatility. If you would invest  166,916  in S&P 500 on May 20, 2013 and sell it today you would lose (1,735) from holding S&P 500 or give up 1.04% of portfolio value over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Vanguard REIT Index ETF and S&P 500 in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.73
Parameters
Time Period1 Month [change]
DirectionPositive ^GSPC Moved Up vs VNQ
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
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Vanguard REIT Index ETF

Alpha
 
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Vanguard
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days Vanguard REIT Index ETF has generated negative risk-adjusted returns adding no value to investors with long positions.
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Match-ups for Vanguard

iShares FTSE NAREIT Resid Plus Cp Idx vs. Vanguard REIT Index ETF
  

S&P 500

 
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SP 500
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0
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100
Over 30
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