+61.8%
VNQ vs FDS
+64.8%
-3.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -1.3% | -14.0% | +12.7% | +3.7% |
| 30D | -2.6% | -6.2% | +3.6% | -0.8% |
| 3M | -2.0% | +10.2% | -12.2% | -6.4% |
| 6M | +4.3% | +27.4% | -23.1% | -7.2% |
| YTD | +9.2% | -9.3% | +18.5% | +10.0% |
| 1Y | +5.6% | -28.6% | +34.3% | +16.7% |
| 3Y | +30.8% | -36.8% | +67.7% | +50.1% |
| 5Y | +8.0% | -28.6% | +36.6% | +15.9% |
| All | +61.8% | +64.8% | -3.0% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling