+30.8%
VNQ vs ET
+96.2%
-65.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.9% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -2.6% | +2.9% | -5.4% | -3.3% |
| 3M | -2.0% | +16.8% | -18.8% | -6.0% |
| 6M | +4.3% | +18.9% | -14.5% | -0.7% |
| YTD | +9.2% | +37.7% | -28.5% | -0.5% |
| 1Y | +5.6% | +32.4% | -26.8% | -2.8% |
| 3Y | +30.8% | +99.5% | -68.6% | -4.3% |
| All | +30.8% | +96.2% | -65.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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