+130.0%
F vs VNQ
+392.5%
-262.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.9% |
| 7D | +5.3% | -1.3% | +6.6% | +6.2% |
| 30D | +4.6% | -2.9% | +7.5% | +6.7% |
| 3M | -3.7% | +0.8% | -4.5% | -4.4% |
| 6M | +16.8% | +2.5% | +14.3% | +14.5% |
| YTD | +15.3% | +10.6% | +4.7% | +7.2% |
| 1Y | +31.0% | +9.1% | +21.9% | +23.0% |
| 3Y | +45.4% | +31.0% | +14.4% | +20.9% |
| 5Y | +54.7% | +4.9% | +49.8% | +51.8% |
| 10Y | +98.2% | +59.5% | +38.8% | +47.1% |
| All | +130.0% | +392.5% | -262.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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