+61.8%
VNQ vs EXEL
+375.2%
-313.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -1.3% | -4.9% | +3.6% | -0.7% |
| 30D | -2.6% | +11.4% | -14.0% | -3.8% |
| 3M | -2.0% | +4.9% | -6.9% | -2.7% |
| 6M | +4.3% | +34.4% | -30.1% | +0.5% |
| YTD | +9.2% | +28.0% | -18.8% | +5.7% |
| 1Y | +5.6% | +43.6% | -38.0% | +0.6% |
| 3Y | +30.8% | +155.2% | -124.4% | +14.5% |
| 5Y | +8.0% | +181.2% | -173.2% | -7.5% |
| All | +61.8% | +375.2% | -313.4% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling