+693.0%
FN vs VNQ
+83.2%
+609.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | -16.5% | +6.8% | -23.3% | -20.2% |
| 3M | -42.1% | -1.3% | -40.8% | -41.8% |
| 6M | -52.9% | +2.4% | -55.3% | -54.2% |
| YTD | -28.0% | +12.1% | -40.1% | -33.9% |
| 1Y | -18.5% | +12.0% | -30.5% | -25.2% |
| 3Y | +93.9% | +44.8% | +49.1% | +48.5% |
| 5Y | +170.5% | +6.9% | +163.6% | +151.1% |
| All | +693.0% | +83.2% | +609.7% | +442.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling