+392.1%
VNQ vs EAT
+1,491.8%
-1,099.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.8% |
| 7D | -0.4% | -4.9% | +4.5% | +0.9% |
| 30D | -2.5% | -1.2% | -1.3% | -2.6% |
| 3M | +1.4% | +52.2% | -50.9% | -9.9% |
| 6M | +4.6% | +65.0% | -60.5% | -10.3% |
| YTD | +10.5% | +55.0% | -44.5% | -4.1% |
| 1Y | +8.4% | +42.1% | -33.7% | -4.7% |
| 3Y | +32.4% | +614.7% | -582.3% | -30.3% |
| 5Y | +5.5% | +322.7% | -317.3% | -39.8% |
| 10Y | +59.1% | +382.0% | -322.9% | -30.8% |
| All | +392.1% | +1,491.8% | -1,099.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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