+3,304.1%
FN vs VNQ
+282.4%
+3,021.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.6% | +10.2% | +10.7% |
| 7D | +16.3% | +2.4% | +13.9% | +14.5% |
| 30D | -24.7% | +7.3% | -32.1% | -28.6% |
| 3M | -34.9% | -0.3% | -34.6% | -35.0% |
| 6M | -41.1% | +2.5% | -43.6% | -43.0% |
| YTD | -19.6% | +13.1% | -32.7% | -27.3% |
| 1Y | -18.5% | +11.9% | -30.4% | -25.7% |
| 3Y | +119.1% | +46.2% | +73.0% | +62.8% |
| 5Y | +206.9% | +7.4% | +199.6% | +183.3% |
| 10Y | +826.4% | +82.5% | +743.9% | +456.3% |
| All | +3,304.1% | +282.4% | +3,021.7% | +1,078.3% |
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 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