+169.7%
EXE vs VNQ
+30.2%
+139.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.5% |
| 7D | -3.1% | -1.3% | -1.9% | -2.5% |
| 30D | -0.9% | -2.6% | +1.7% | +0.3% |
| 3M | +9.6% | -2.0% | +11.6% | +10.4% |
| 6M | -11.6% | +4.3% | -15.9% | -14.2% |
| YTD | -12.6% | +9.2% | -21.8% | -17.4% |
| 1Y | +1.2% | +5.6% | -4.4% | -2.6% |
| 3Y | +18.0% | +30.8% | -12.8% | -1.8% |
| 5Y | +101.1% | +8.0% | +93.1% | +89.9% |
| All | +169.7% | +30.2% | +139.5% | +133.0% |
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 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