+392.1%
VNQ vs ED
+548.1%
-156.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.8% |
| 7D | -0.4% | +0.5% | -0.9% | -0.8% |
| 30D | -2.5% | +1.1% | -3.6% | -3.4% |
| 3M | +1.4% | +4.6% | -3.3% | -2.1% |
| 6M | +4.6% | -2.0% | +6.5% | +5.5% |
| YTD | +10.5% | +11.7% | -1.2% | +1.1% |
| 1Y | +8.4% | +15.7% | -7.3% | -3.8% |
| 3Y | +32.4% | +34.4% | -1.9% | +2.3% |
| 5Y | +5.5% | +67.3% | -61.8% | -32.7% |
| 10Y | +59.1% | +104.0% | -44.9% | -21.6% |
| All | +392.1% | +548.1% | -156.0% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling