+156.3%
ECL vs VNQ
+64.0%
+92.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | -1.1% | -1.3% | +0.2% | -0.1% |
| 30D | -0.8% | -2.6% | +1.8% | +1.2% |
| 3M | +5.0% | -2.0% | +7.1% | +6.6% |
| 6M | +0.2% | +4.3% | -4.1% | -3.0% |
| YTD | +5.8% | +9.2% | -3.5% | -1.1% |
| 1Y | +1.5% | +5.6% | -4.1% | -2.6% |
| 3Y | +55.0% | +30.8% | +24.1% | +24.1% |
| 5Y | +29.3% | +8.0% | +21.3% | +20.1% |
| All | +156.3% | +64.0% | +92.3% | +73.6% |
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 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