+117.8%
EW vs VNQ
+64.0%
+53.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.2% |
| 7D | -6.2% | -1.3% | -4.9% | -5.4% |
| 30D | -9.3% | -2.6% | -6.7% | -7.8% |
| 3M | -1.6% | -2.0% | +0.4% | -0.6% |
| 6M | -0.8% | +4.3% | -5.2% | -4.0% |
| YTD | -1.0% | +9.2% | -10.3% | -7.1% |
| 1Y | +8.2% | +5.6% | +2.5% | +3.7% |
| 3Y | +12.7% | +30.8% | -18.2% | -7.9% |
| 5Y | -30.2% | +8.0% | -38.2% | -34.7% |
| All | +117.8% | +64.0% | +53.8% | +58.3% |
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