-53.1%
TE vs VNQ
+32.2%
-85.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.3% |
| 7D | +0.2% | -1.3% | +1.5% | +1.0% |
| 30D | -5.9% | -2.6% | -3.3% | -4.5% |
| 3M | -45.6% | -2.0% | -43.5% | -45.6% |
| 6M | -43.4% | +4.3% | -47.7% | -45.4% |
| YTD | -31.0% | +9.2% | -40.2% | -35.5% |
| 1Y | +145.2% | +5.6% | +139.6% | +134.2% |
| 3Y | -24.1% | +30.8% | -54.9% | -34.2% |
| 5Y | -48.1% | +8.0% | -56.1% | -52.5% |
| All | -53.1% | +32.2% | -85.2% | -57.2% |
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