+44.8%
VNQ vs FDS
-23.3%
+68.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | +6.8% | +14.8% | -8.0% | +4.9% |
| 3M | -1.3% | +16.3% | -17.6% | -3.4% |
| 6M | +2.4% | +66.2% | -63.9% | -5.3% |
| YTD | +12.1% | +16.2% | -4.1% | +11.1% |
| 1Y | +12.0% | +21.8% | -9.9% | +9.4% |
| 3Y | +44.8% | -23.9% | +68.7% | +59.7% |
| All | +44.8% | -23.3% | +68.1% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling