+6.8%
VNQ vs FE
+46.0%
-39.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.2% | -0.3% | +0.5% | +0.4% |
| 30D | +5.8% | +3.9% | +1.9% | +3.7% |
| 3M | 0.0% | -0.1% | +0.1% | -0.1% |
| 6M | +1.5% | +6.1% | -4.6% | -1.8% |
| YTD | +12.1% | +8.1% | +4.0% | +7.0% |
| 1Y | +10.6% | +4.4% | +6.2% | +7.5% |
| 3Y | +43.5% | +49.0% | -5.5% | +11.5% |
| 5Y | +6.8% | +46.1% | -39.3% | -16.4% |
| All | +6.8% | +46.0% | -39.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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