-22.6%
FPS vs VNQ
+11.1%
-33.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.2% | -20.5% | -15.5% |
| 7D | -23.3% | +6.8% | -30.1% | -21.1% |
| 30D | -42.4% | +10.0% | -52.4% | -40.9% |
| 3M | -43.0% | 0.0% | -43.0% | -41.1% |
| 6M | -44.5% | +4.5% | -49.0% | -45.5% |
| All | -22.6% | +11.1% | -33.7% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling