+388.1%
EWZ vs VNQ
+392.5%
-4.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +6.5% | -1.3% | +7.8% | +7.4% |
| 30D | +4.8% | -2.9% | +7.8% | +7.0% |
| 3M | +9.9% | +0.8% | +9.1% | +8.9% |
| 6M | +1.9% | +2.5% | -0.5% | 0.0% |
| YTD | +20.3% | +10.6% | +9.7% | +11.7% |
| 1Y | +35.6% | +9.1% | +26.5% | +27.1% |
| 3Y | +43.4% | +31.0% | +12.4% | +16.7% |
| 5Y | +55.9% | +4.9% | +51.0% | +45.1% |
| 10Y | +84.2% | +59.5% | +24.7% | +30.5% |
| All | +388.1% | +392.5% | -4.5% | +50.6% |
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