+62.9%
VNQ vs FND
+57.3%
+5.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -2.2% | -19.6% | +17.4% | +2.3% |
| 3M | -1.9% | -4.3% | +2.4% | -1.8% |
| 6M | +3.2% | -20.4% | +23.7% | +7.0% |
| YTD | +9.4% | -21.9% | +31.3% | +13.2% |
| 1Y | +7.5% | -45.2% | +52.7% | +20.0% |
| 3Y | +31.1% | -49.2% | +80.3% | +44.2% |
| 5Y | +6.6% | -61.8% | +68.4% | +19.4% |
| All | +62.9% | +57.3% | +5.6% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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