+29,480.0%
FIX vs VNQ
+392.5%
+29,087.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +6.0% | -1.3% | +7.3% | +6.9% |
| 30D | -7.2% | -2.9% | -4.3% | -5.5% |
| 3M | -15.9% | +0.8% | -16.6% | -17.1% |
| 6M | +12.7% | +2.5% | +10.3% | +10.2% |
| YTD | +72.8% | +10.6% | +62.2% | +60.6% |
| 1Y | +122.9% | +9.1% | +113.8% | +108.7% |
| 3Y | +774.3% | +31.0% | +743.3% | +623.3% |
| 5Y | +2,049.5% | +4.9% | +2,044.6% | +1,953.4% |
| 10Y | +5,821.5% | +59.5% | +5,762.0% | +4,339.5% |
| All | +29,480.0% | +392.5% | +29,087.5% | +9,353.4% |
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