+30.8%
VNQ vs FTI
+267.9%
-237.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -1.3% | -4.4% | +3.1% | -0.8% |
| 30D | -2.6% | +1.5% | -4.1% | -2.8% |
| 3M | -2.0% | +8.2% | -10.2% | -3.1% |
| 6M | +4.3% | +18.8% | -14.5% | +1.6% |
| YTD | +9.2% | +71.7% | -62.4% | +1.1% |
| 1Y | +5.6% | +90.0% | -84.4% | -3.8% |
| 3Y | +30.8% | +270.5% | -239.6% | +5.9% |
| All | +30.8% | +267.9% | -237.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling