-50.0%
TE vs VNQ
+32.3%
-82.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.4% |
| 7D | +15.0% | -0.9% | +15.9% | +15.6% |
| 30D | -7.5% | -2.2% | -5.3% | -6.4% |
| 3M | -42.0% | -1.9% | -40.0% | -42.0% |
| 6M | -31.4% | +3.2% | -34.7% | -33.6% |
| YTD | -26.5% | +9.4% | -35.9% | -31.3% |
| 1Y | +153.1% | +7.5% | +145.6% | +139.1% |
| 3Y | -20.7% | +31.1% | -51.7% | -31.4% |
| 5Y | -45.4% | +6.6% | -52.0% | -50.1% |
| All | -50.0% | +32.3% | -82.3% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling