+30.8%
VNQ vs EFX
-12.2%
+43.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | -1.3% | -4.5% | +3.3% | -0.1% |
| 30D | -2.6% | -6.1% | +3.5% | -1.1% |
| 3M | -2.0% | +6.2% | -8.2% | -4.2% |
| 6M | +4.3% | -11.2% | +15.5% | +6.8% |
| YTD | +9.2% | -21.4% | +30.6% | +15.2% |
| 1Y | +5.6% | -34.3% | +39.9% | +17.8% |
| 3Y | +30.8% | -12.5% | +43.4% | +25.6% |
| All | +30.8% | -12.2% | +43.0% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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