+290.1%
ETR vs VNQ
+64.0%
+226.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.9% |
| 7D | -1.8% | -1.3% | -0.5% | -0.9% |
| 30D | -1.8% | -2.6% | +0.8% | +0.1% |
| 3M | -3.6% | -2.0% | -1.6% | -2.3% |
| 6M | +2.6% | +4.3% | -1.7% | -0.8% |
| YTD | +16.0% | +9.2% | +6.8% | +8.4% |
| 1Y | +20.1% | +5.6% | +14.5% | +15.0% |
| 3Y | +143.6% | +30.8% | +112.7% | +95.0% |
| 5Y | +124.4% | +8.0% | +116.4% | +105.2% |
| All | +290.1% | +64.0% | +226.1% | +153.3% |
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