-43.7%
FN vs VNQ
+2.2%
-45.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.6% | +10.2% | +13.4% |
| 7D | +16.3% | +2.4% | +13.9% | +19.7% |
| 30D | -24.7% | +7.3% | -32.1% | -17.5% |
| 3M | -34.9% | -0.3% | -34.6% | -36.0% |
| All | -43.7% | +2.2% | -45.8% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling