-80.9%
FIG vs VNQ
+9.7%
-90.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.1% |
| 7D | -14.5% | -0.9% | -13.6% | -14.3% |
| 30D | -13.3% | -2.2% | -11.1% | -13.0% |
| 3M | +7.4% | -1.9% | +9.4% | +8.1% |
| 6M | -27.8% | +3.2% | -31.0% | -28.6% |
| YTD | -41.1% | +9.4% | -50.5% | -41.8% |
| 1Y | -58.7% | +7.5% | -66.2% | -59.8% |
| All | -80.9% | +9.7% | -90.6% | -79.5% |
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