+92.9%
FICO vs VNQ
+7.4%
+85.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +4.0% | -1.0% | +5.0% | +4.9% |
| 30D | -1.5% | +6.2% | -7.7% | -6.9% |
| 3M | -29.8% | +1.5% | -31.3% | -30.8% |
| 6M | -33.3% | +2.1% | -35.4% | -34.4% |
| YTD | -56.9% | +12.8% | -69.6% | -61.3% |
| 1Y | -59.5% | +10.4% | -69.9% | -62.9% |
| 3Y | -26.9% | +44.4% | -71.3% | -48.0% |
| 5Y | +92.9% | +7.4% | +85.5% | +74.6% |
| All | +92.9% | +7.4% | +85.5% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling