+287.2%
VNQ vs EFV
+253.2%
+34.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.4% |
| 30D | -2.2% | 0.0% | -2.2% | -2.3% |
| 3M | -1.9% | +8.4% | -10.4% | -8.9% |
| 6M | +3.2% | +12.3% | -9.1% | -7.4% |
| YTD | +9.4% | +17.4% | -8.0% | -5.9% |
| 1Y | +7.5% | +27.1% | -19.6% | -13.9% |
| 3Y | +31.1% | +90.7% | -59.7% | -27.6% |
| 5Y | +6.6% | +95.6% | -89.1% | -43.1% |
| 10Y | +63.9% | +165.3% | -101.3% | -35.6% |
| All | +287.2% | +253.2% | +34.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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