+399.1%
VNQ vs FE
+199.9%
+199.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.5% |
| 7D | +0.8% | +1.2% | -0.5% | +0.1% |
| 30D | +6.8% | +4.5% | +2.2% | +4.3% |
| 3M | -1.3% | +1.3% | -2.6% | -2.1% |
| 6M | +2.4% | +8.7% | -6.3% | -2.3% |
| YTD | +12.1% | +9.2% | +2.9% | +6.4% |
| 1Y | +12.0% | +7.0% | +5.0% | +7.4% |
| 3Y | +44.8% | +51.4% | -6.6% | +13.6% |
| 5Y | +6.9% | +47.7% | -40.8% | -15.7% |
| 10Y | +82.9% | +125.0% | -42.1% | +6.6% |
| All | +399.1% | +199.9% | +199.2% | +155.5% |
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