+160.0%
EXPE vs VNQ
+64.0%
+96.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.7% |
| 7D | -5.8% | -1.3% | -4.5% | -4.6% |
| 30D | -13.6% | -2.6% | -11.0% | -11.4% |
| 3M | +25.2% | -2.0% | +27.2% | +27.7% |
| 6M | +22.3% | +4.3% | +18.0% | +17.3% |
| YTD | -0.3% | +9.2% | -9.5% | -8.8% |
| 1Y | +27.8% | +5.6% | +22.2% | +20.9% |
| 3Y | +162.4% | +30.8% | +131.6% | +100.5% |
| 5Y | +95.8% | +8.0% | +87.9% | +80.2% |
| All | +160.0% | +64.0% | +96.0% | +77.8% |
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