+950.9%
FN vs VNQ
+59.3%
+891.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | +5.8% | -0.9% | +6.7% | +6.4% |
| 30D | -20.6% | -2.2% | -18.4% | -19.5% |
| 3M | -28.6% | -1.9% | -26.7% | -28.3% |
| 6M | -20.7% | +3.2% | -24.0% | -23.1% |
| YTD | -8.1% | +9.4% | -17.5% | -14.2% |
| 1Y | +13.3% | +7.5% | +5.8% | +6.9% |
| 3Y | +175.7% | +31.1% | +144.6% | +125.5% |
| 5Y | +297.4% | +6.6% | +290.9% | +270.8% |
| 10Y | +950.9% | +63.9% | +887.0% | +647.7% |
| All | +950.9% | +59.3% | +891.7% | +647.7% |
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 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