+116.5%
FITB vs VNQ
+382.8%
-266.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.3% |
| 7D | -1.0% | -2.6% | +1.6% | +1.7% |
| 30D | -5.5% | -2.3% | -3.2% | -3.3% |
| 3M | +4.1% | -2.8% | +6.9% | +6.9% |
| 6M | +18.7% | +2.5% | +16.2% | +15.5% |
| YTD | +18.2% | +8.4% | +9.7% | +8.4% |
| 1Y | +23.7% | +6.8% | +16.9% | +15.1% |
| 3Y | +130.8% | +29.9% | +100.8% | +75.0% |
| 5Y | +69.8% | +7.2% | +62.6% | +54.7% |
| 10Y | +287.4% | +62.5% | +224.8% | +132.2% |
| All | +116.5% | +382.8% | -266.3% | -46.0% |
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