+897.9%
EWY vs VNQ
+382.8%
+515.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.7% |
| 7D | +1.2% | -2.6% | +3.9% | +2.9% |
| 30D | +9.3% | -2.3% | +11.6% | +10.9% |
| 3M | +2.4% | -2.8% | +5.2% | +3.4% |
| 6M | +40.3% | +2.5% | +37.8% | +37.1% |
| YTD | +88.0% | +8.4% | +79.6% | +77.4% |
| 1Y | +143.8% | +6.8% | +137.1% | +132.0% |
| 3Y | +217.8% | +29.9% | +187.8% | +165.5% |
| 5Y | +142.7% | +7.2% | +135.5% | +125.9% |
| 10Y | +291.7% | +62.5% | +229.2% | +174.5% |
| All | +897.9% | +382.8% | +515.1% | +232.4% |
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