+399.1%
VNQ vs FDS
+1,224.6%
-825.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.8% | +1.5% | -0.7% | +0.1% |
| 30D | +6.8% | +14.8% | -8.0% | -0.2% |
| 3M | -1.3% | +16.3% | -17.6% | -9.3% |
| 6M | +2.4% | +66.2% | -63.9% | -22.7% |
| YTD | +12.1% | +16.2% | -4.1% | -1.8% |
| 1Y | +12.0% | +21.8% | -9.9% | -4.8% |
| 3Y | +44.8% | -23.9% | +68.7% | +53.0% |
| 5Y | +6.9% | -23.1% | +30.0% | +10.5% |
| 10Y | +82.9% | +128.7% | -45.8% | -3.0% |
| All | +399.1% | +1,224.6% | -825.5% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling