+6.1%
VNQ vs FDS
-23.2%
+29.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.8% | +1.5% | -0.7% | +0.4% |
| 30D | +6.8% | +14.8% | -8.0% | +3.1% |
| 3M | -1.3% | +16.3% | -17.6% | -5.4% |
| 6M | +2.4% | +66.2% | -63.9% | -12.1% |
| YTD | +12.1% | +16.2% | -4.1% | +7.5% |
| 1Y | +12.0% | +21.8% | -9.9% | +4.9% |
| 3Y | +44.8% | -23.9% | +68.7% | +63.2% |
| All | +6.1% | -23.2% | +29.3% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling