+392.1%
EQT vs VNQ
+382.8%
+9.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -1.2% | -2.6% | +1.5% | +0.2% |
| 30D | +1.1% | -2.3% | +3.4% | +2.3% |
| 3M | +4.8% | -2.8% | +7.6% | +6.2% |
| 6M | -10.6% | +2.5% | -13.1% | -12.2% |
| YTD | +3.4% | +8.4% | -5.0% | -1.6% |
| 1Y | +8.7% | +6.8% | +1.9% | +4.3% |
| 3Y | +35.0% | +29.9% | +5.0% | +16.2% |
| 5Y | +204.2% | +7.2% | +197.0% | +189.8% |
| 10Y | +52.5% | +62.5% | -10.1% | +13.0% |
| All | +392.1% | +382.8% | +9.3% | +84.9% |
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