+20,352.9%
FIX vs VNQ
+399.1%
+19,953.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +0.8% | +8.7% | +9.0% |
| 30D | -27.8% | +6.8% | -34.5% | -31.1% |
| 3M | -35.6% | -1.3% | -34.3% | -35.4% |
| 6M | -45.2% | +2.4% | -47.6% | -46.8% |
| YTD | +19.5% | +12.1% | +7.4% | +9.5% |
| 1Y | +24.2% | +12.0% | +12.2% | +14.0% |
| 3Y | +494.2% | +44.8% | +449.4% | +359.4% |
| 5Y | +1,036.1% | +6.9% | +1,029.3% | +966.3% |
| 10Y | +3,599.0% | +82.9% | +3,516.1% | +2,456.1% |
| All | +20,352.9% | +399.1% | +19,953.8% | +6,347.7% |
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