+1,092.3%
EWT vs VNQ
+386.3%
+706.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -1.1% | -1.3% | +0.1% | -0.5% |
| 30D | +4.5% | -2.6% | +7.0% | +5.7% |
| 3M | +8.3% | -2.0% | +10.3% | +8.9% |
| 6M | +54.2% | +4.3% | +49.9% | +50.4% |
| YTD | +74.6% | +9.2% | +65.3% | +66.4% |
| 1Y | +84.9% | +5.6% | +79.3% | +79.1% |
| 3Y | +197.5% | +30.8% | +166.7% | +157.9% |
| 5Y | +150.6% | +8.0% | +142.6% | +135.9% |
| 10Y | +516.1% | +63.7% | +452.4% | +359.6% |
| All | +1,092.3% | +386.3% | +706.0% | +390.6% |
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