Each period uses separate positive and negative scales across selected securities. Relative cells show the return difference versus the workspace benchmark as a percentage. Data through is the latest usable market observation.
Cumulative Return
1 investments · Benchmark: No benchmark (workspace)
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Data through Oct 2, 2026
Time range: 1YCumulative total return (%)Viewing: 2025-10-03 – 2026-10-02
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Select a benchmark in Configure to use Relative.
Method & unitsCumulative total return equals compounded wealth minus one; starts at 0% for the selected Time range. Zoom does not rebase.
Risk and return
1 investments · Benchmark: No benchmark (workspace)
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Data through Oct 2, 2026
Time range: 1YAbsolute
Select a benchmark in Configure to use Relative.
Risk and return over 1y
Security
Cumulative
Annualized
Volatility
Sharpe
Max drawdown
VNQVanguard Real Estate Index Fund ETF Shares
+1.60%
+1.61%
+14.90%
-0.16
-10.45%
What these measures mean
Cumulative return
Total change in value over the selected window, start to end.
Not annualized — the whole window, however long it is
Annualized return
The constant yearly rate that would produce the cumulative return.
Shown only for windows of about a year or more
Volatility
How much the return moved around its own average, scaled to a yearly figure.
Annualized from the observation frequency of the data
Sharpe ratio
Return above the risk-free rate, per unit of volatility.
Blank wherever the annualized return is blank
Maximum drawdown
The largest peak-to-trough decline within the window.
Always negative, or zero if the series never fell
Excess return
Cumulative return minus the comparison's, over the shared dates.
In percentage points, not a ratio
Beta
How much the security moved for a given move in the comparison.
1.20 means it moved 20% more, on average, in both directions
Correlation
How closely two securities' returns moved together, from −1 to +1.
+1 moved together · 0 no relationship · −1 moved oppositely
Up capture
Share of the comparison's gain the security delivered in the periods the comparison rose.
120% means it gained more than the comparison in those periods
Down capture
Share of the comparison's loss the security took in the periods the comparison fell.
60% means it fell less; above 100% means it fell more
Tracking error
How much the difference between the two returns varied, scaled to a yearly figure.
0% would mean the two moved identically, every period
Information ratio
Annualized excess return per unit of tracking error.
Blank under about a year, like the annualized return