+11.3%
VNQ vs FGI
-70.0%
+81.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.2% | -4.1% | +6.3% | +2.2% |
| 30D | +7.1% | -3.4% | +10.4% | +7.1% |
| 3M | +0.8% | +61.8% | -60.9% | -0.2% |
| 6M | +2.2% | +17.0% | -14.8% | +1.4% |
| YTD | +12.8% | +31.4% | -18.6% | +11.3% |
| 1Y | +11.7% | +42.7% | -30.9% | +10.0% |
| 3Y | +44.5% | -0.1% | +44.6% | +41.8% |
| All | +11.3% | -70.0% | +81.3% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling