+3,142.0%
FN vs VNQ
+281.6%
+2,860.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.6% |
| 7D | -4.1% | +2.2% | -6.3% | -5.4% |
| 30D | -28.3% | +7.1% | -35.4% | -31.9% |
| 3M | -33.9% | +0.8% | -34.7% | -34.5% |
| 6M | -43.9% | +2.2% | -46.1% | -45.6% |
| YTD | -23.4% | +12.8% | -36.3% | -30.6% |
| 1Y | -25.4% | +11.7% | -37.1% | -31.9% |
| 3Y | +107.9% | +44.5% | +63.4% | +55.8% |
| 5Y | +195.1% | +7.6% | +187.4% | +171.9% |
| 10Y | +794.1% | +85.2% | +708.9% | +430.4% |
| All | +3,142.0% | +281.6% | +2,860.5% | +1,024.1% |
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 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