+392.5%
VNQ vs FE
+195.5%
+197.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.3% | +1.9% | -3.2% | -2.3% |
| 30D | -2.9% | -1.2% | -1.8% | -2.4% |
| 3M | +0.8% | +3.5% | -2.7% | -1.2% |
| 6M | +2.5% | -6.1% | +8.5% | +5.6% |
| YTD | +10.6% | +7.6% | +3.0% | +5.9% |
| 1Y | +9.1% | +11.9% | -2.8% | +2.1% |
| 3Y | +31.0% | +48.4% | -17.4% | +3.8% |
| 5Y | +4.9% | +44.8% | -39.9% | -16.4% |
| 10Y | +59.5% | +115.9% | -56.4% | -5.0% |
| All | +392.5% | +195.5% | +197.0% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling