+329.2%
EFA vs VNQ
+386.3%
-57.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -1.5% | -1.3% | -0.3% | -0.9% |
| 30D | -1.7% | -2.6% | +0.9% | -0.4% |
| 3M | +3.5% | -2.0% | +5.5% | +4.4% |
| 6M | +9.5% | +4.3% | +5.1% | +7.0% |
| YTD | +12.9% | +9.2% | +3.6% | +7.8% |
| 1Y | +18.2% | +5.6% | +12.6% | +14.7% |
| 3Y | +64.8% | +30.8% | +34.0% | +42.5% |
| 5Y | +53.9% | +8.0% | +45.9% | +45.3% |
| 10Y | +144.8% | +63.7% | +81.1% | +83.5% |
| All | +329.2% | +386.3% | -57.0% | +79.2% |
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