+1,301.2%
FERG vs VNQ
+303.6%
+997.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.0% | -2.6% | +1.6% | -0.4% |
| 30D | -11.8% | -2.3% | -9.5% | -11.3% |
| 3M | -1.2% | -2.8% | +1.6% | -0.6% |
| 6M | -2.3% | +2.5% | -4.8% | -2.9% |
| YTD | +0.8% | +8.4% | -7.7% | -1.0% |
| 1Y | +0.5% | +6.8% | -6.3% | -0.9% |
| 3Y | +51.4% | +29.9% | +21.5% | +44.1% |
| 5Y | +67.5% | +7.2% | +60.3% | +62.6% |
| 10Y | +348.1% | +62.5% | +285.6% | +326.1% |
| All | +1,301.2% | +303.6% | +997.6% | +1,222.3% |
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