+706.7%
ETN vs VNQ
+64.0%
+642.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.2% | +3.4% |
| 7D | +3.5% | -1.3% | +4.8% | +4.5% |
| 30D | -7.5% | -2.6% | -4.9% | -5.8% |
| 3M | +8.3% | -2.0% | +10.3% | +9.0% |
| 6M | +20.2% | +4.3% | +15.9% | +15.3% |
| YTD | +34.7% | +9.2% | +25.4% | +25.0% |
| 1Y | +19.4% | +5.6% | +13.8% | +13.4% |
| 3Y | +85.5% | +30.8% | +54.7% | +47.1% |
| 5Y | +186.6% | +8.0% | +178.6% | +161.7% |
| All | +706.7% | +64.0% | +642.6% | +437.7% |
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