+309.7%
EWZ vs VNQ
+399.0%
-89.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | +0.1% | +0.2% | -0.2% | -0.1% |
| 30D | -25.9% | +5.8% | -31.7% | -28.8% |
| 3M | -6.1% | 0.0% | -6.1% | -6.4% |
| 6M | -16.1% | +1.5% | -17.6% | -17.4% |
| YTD | +1.0% | +12.1% | -11.1% | -7.3% |
| 1Y | 0.0% | +10.6% | -10.6% | -7.4% |
| 3Y | +16.8% | +43.5% | -26.7% | -11.0% |
| 5Y | +52.1% | +6.8% | +45.2% | +39.5% |
| 10Y | +63.6% | +82.9% | -19.2% | +5.5% |
| All | +309.7% | +399.0% | -89.3% | +25.0% |
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