+6.6%
VNQ vs FE
+46.0%
-39.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -2.2% | -1.2% | -1.1% | -1.7% |
| 3M | -1.9% | +1.7% | -3.6% | -2.9% |
| 6M | +3.2% | -7.5% | +10.7% | +7.2% |
| YTD | +9.4% | +6.3% | +3.1% | +5.4% |
| 1Y | +7.5% | +10.9% | -3.3% | +1.2% |
| 3Y | +31.1% | +46.9% | -15.9% | +3.0% |
| 5Y | +6.6% | +47.6% | -41.1% | -14.8% |
| All | +6.6% | +46.0% | -39.5% | -14.8% |
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