+27.1%
ECL vs VNQ
+5.5%
+21.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.4% |
| 7D | -2.6% | -2.6% | 0.0% | -0.7% |
| 30D | -4.6% | -2.3% | -2.2% | -2.9% |
| 3M | +6.0% | -2.8% | +8.8% | +8.2% |
| 6M | -3.0% | +2.5% | -5.5% | -4.8% |
| YTD | +4.0% | +8.4% | -4.4% | -2.1% |
| 1Y | +2.0% | +6.8% | -4.8% | -2.8% |
| 3Y | +53.9% | +29.9% | +24.0% | +23.9% |
| 5Y | +27.1% | +7.2% | +19.9% | +20.1% |
| All | +27.1% | +5.5% | +21.6% | +20.1% |
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