+155.8%
EXC vs VNQ
+64.0%
+91.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -1.1% |
| 7D | -1.1% | -1.3% | +0.2% | -0.2% |
| 30D | -3.6% | -2.6% | -1.1% | -1.8% |
| 3M | -4.3% | -2.0% | -2.2% | -2.8% |
| 6M | -9.9% | +4.3% | -14.3% | -12.9% |
| YTD | +1.8% | +9.2% | -7.5% | -5.0% |
| 1Y | +2.9% | +5.6% | -2.7% | -1.6% |
| 3Y | +19.1% | +30.8% | -11.7% | -5.4% |
| 5Y | +44.8% | +8.0% | +36.9% | +32.1% |
| All | +155.8% | +64.0% | +91.8% | +62.5% |
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