+3,007.3%
EW vs VNQ
+382.8%
+2,624.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.0% |
| 7D | -3.4% | -2.6% | -0.7% | -2.4% |
| 30D | -7.4% | -2.3% | -5.0% | -6.6% |
| 3M | +0.9% | -2.8% | +3.7% | +1.8% |
| 6M | +1.2% | +2.5% | -1.4% | +0.1% |
| YTD | +1.8% | +8.4% | -6.7% | -1.3% |
| 1Y | +10.8% | +6.8% | +4.1% | +8.0% |
| 3Y | +17.1% | +29.9% | -12.8% | +6.1% |
| 5Y | -28.2% | +7.2% | -35.4% | -30.3% |
| 10Y | +127.1% | +62.5% | +64.6% | +93.3% |
| All | +3,007.3% | +382.8% | +2,624.5% | +1,686.8% |
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