+66.5%
EWZ vs VNQ
+83.2%
-16.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | +0.8% | 0.0% | +0.2% |
| 30D | -24.4% | +6.8% | -31.1% | -28.3% |
| 3M | -4.6% | -1.3% | -3.3% | -3.9% |
| 6M | -11.6% | +2.4% | -13.9% | -13.7% |
| YTD | +2.4% | +12.1% | -9.7% | -7.1% |
| 1Y | +2.1% | +12.0% | -9.9% | -7.3% |
| 3Y | +18.7% | +44.8% | -26.1% | -14.4% |
| 5Y | +54.2% | +6.9% | +47.3% | +41.3% |
| All | +66.5% | +83.2% | -16.7% | +1.4% |
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 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