+3,689.8%
FN vs VNQ
+274.2%
+3,415.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.6% |
| 7D | -1.7% | -1.3% | -0.4% | -0.8% |
| 30D | -22.0% | -2.9% | -19.1% | -20.3% |
| 3M | -43.0% | +0.8% | -43.8% | -43.9% |
| 6M | -27.7% | +2.5% | -30.2% | -29.6% |
| YTD | -10.5% | +10.6% | -21.2% | -17.5% |
| 1Y | +12.5% | +9.1% | +3.4% | +4.6% |
| 3Y | +153.8% | +31.0% | +122.8% | +104.3% |
| 5Y | +288.0% | +4.9% | +283.1% | +264.9% |
| 10Y | +906.4% | +59.5% | +847.0% | +575.3% |
| All | +3,689.8% | +274.2% | +3,415.6% | +1,236.5% |
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