+14.1%
VNQ vs FDS
+31.1%
-17.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +3.0% |
| 7D | +6.8% | +9.4% | -2.6% | +6.3% |
| 30D | +10.0% | +23.8% | -13.8% | +8.9% |
| 3M | 0.0% | +25.1% | -25.2% | -1.0% |
| 6M | +4.5% | +53.8% | -49.3% | +2.8% |
| YTD | +13.9% | +19.6% | -5.6% | +13.6% |
| 1Y | +14.1% | +31.6% | -17.6% | +11.9% |
| All | +14.1% | +31.1% | -17.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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