+31.0%
VNQ vs ED
+34.3%
-3.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -2.2% | +1.9% | -4.2% | -3.0% |
| 3M | -1.9% | +1.9% | -3.8% | -2.7% |
| 6M | +3.2% | -2.3% | +5.5% | +3.9% |
| YTD | +9.4% | +10.9% | -1.5% | +4.6% |
| 1Y | +7.5% | +14.5% | -7.0% | +1.3% |
| All | +31.0% | +34.3% | -3.3% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling