+91.2%
EWZ vs VNQ
+62.8%
+28.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.0% |
| 7D | +1.1% | -2.6% | +3.8% | +3.2% |
| 30D | +13.5% | -2.3% | +15.8% | +15.5% |
| 3M | +15.2% | -2.8% | +18.0% | +17.4% |
| 6M | +3.7% | +2.5% | +1.2% | +1.4% |
| YTD | +22.5% | +8.4% | +14.1% | +14.3% |
| 1Y | +35.3% | +6.8% | +28.5% | +27.6% |
| 3Y | +50.2% | +29.9% | +20.3% | +18.4% |
| 5Y | +64.6% | +7.2% | +57.4% | +49.7% |
| All | +91.2% | +62.8% | +28.4% | +22.6% |
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 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