+7.2%
VNQ vs EL
-69.5%
+76.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.4% |
| 7D | -2.6% | -4.4% | +1.7% | -1.9% |
| 30D | -2.3% | +10.3% | -12.6% | -4.3% |
| 3M | -2.8% | +13.4% | -16.2% | -5.4% |
| 6M | +2.5% | +3.1% | -0.6% | +0.9% |
| YTD | +8.4% | -6.9% | +15.4% | +8.0% |
| 1Y | +6.8% | +11.9% | -5.1% | +1.9% |
| 3Y | +29.9% | -33.8% | +63.7% | +34.7% |
| 5Y | +7.2% | -69.0% | +76.2% | +37.3% |
| All | +7.2% | -69.5% | +76.7% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling