+392.5%
VNQ vs ES
+684.7%
-292.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -2.9% | -2.0% | -1.0% | -1.8% |
| 3M | +0.8% | +1.7% | -0.9% | -0.4% |
| 6M | +2.5% | -3.5% | +6.0% | +4.2% |
| YTD | +10.6% | +7.9% | +2.7% | +4.5% |
| 1Y | +9.1% | +17.2% | -8.1% | -3.7% |
| 3Y | +31.0% | +29.3% | +1.7% | +4.8% |
| 5Y | +4.9% | -5.7% | +10.7% | +2.4% |
| 10Y | +59.5% | +85.2% | -25.8% | -9.8% |
| All | +392.5% | +684.7% | -292.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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