+91.1%
EXE vs VNQ
+7.0%
+84.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| 6M | -11.6% | +4.3% | -15.9% | -14.1% |
| YTD | -12.6% | +9.2% | -21.8% | -17.4% |
| 1Y | +1.2% | +5.6% | -4.4% | -2.5% |
| 3Y | +18.0% | +30.8% | -12.8% | -1.7% |
| All | +91.1% | +7.0% | +84.0% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling