+181.9%
FANG vs VNQ
+64.0%
+117.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | +2.9% | -1.3% | +4.2% | +3.9% |
| 30D | +2.6% | -2.6% | +5.2% | +4.6% |
| 3M | +7.6% | -2.0% | +9.6% | +8.8% |
| 6M | +17.3% | +4.3% | +13.0% | +11.7% |
| YTD | +38.7% | +9.2% | +29.4% | +27.1% |
| 1Y | +51.6% | +5.6% | +46.0% | +42.8% |
| 3Y | +50.0% | +30.8% | +19.1% | +15.5% |
| 5Y | +237.6% | +8.0% | +229.6% | +202.2% |
| All | +181.9% | +64.0% | +117.9% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling