+249.6%
VNQ vs ET
+1,451.4%
-1,201.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.6% | +1.4% | -4.0% | -2.9% |
| 30D | -2.3% | +4.6% | -6.9% | -3.4% |
| 3M | -2.8% | +16.0% | -18.8% | -6.2% |
| 6M | +2.5% | +22.8% | -20.3% | -2.5% |
| YTD | +8.4% | +38.9% | -30.4% | +0.1% |
| 1Y | +6.8% | +34.1% | -27.3% | -0.7% |
| 3Y | +29.9% | +98.8% | -68.9% | +9.4% |
| 5Y | +7.2% | +246.8% | -239.6% | -21.5% |
| 10Y | +62.5% | +174.4% | -111.9% | +15.6% |
| All | +249.6% | +1,451.4% | -1,201.8% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling