+386.3%
VNQ vs EFX
+696.3%
-310.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.4% |
| 7D | -1.3% | -4.5% | +3.3% | +1.2% |
| 30D | -2.6% | -6.1% | +3.5% | +0.3% |
| 3M | -2.0% | +6.2% | -8.2% | -6.6% |
| 6M | +4.3% | -11.2% | +15.5% | +8.4% |
| YTD | +9.2% | -21.4% | +30.6% | +19.4% |
| 1Y | +5.6% | -34.3% | +39.9% | +27.0% |
| 3Y | +30.8% | -12.5% | +43.4% | +25.2% |
| 5Y | +8.0% | -35.6% | +43.5% | +18.2% |
| 10Y | +63.7% | +41.8% | +21.9% | -7.5% |
| All | +386.3% | +696.3% | -310.0% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling