+61.8%
VNQ vs USFR
+28.1%
+33.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -2.6% | +0.4% | -2.9% | -2.9% |
| 3M | -2.0% | +1.0% | -3.1% | -2.8% |
| 6M | +4.3% | +2.0% | +2.3% | +2.7% |
| YTD | +9.2% | +2.8% | +6.5% | +6.8% |
| 1Y | +5.6% | +4.1% | +1.5% | +2.2% |
| 3Y | +30.8% | +14.1% | +16.7% | +19.1% |
| 5Y | +8.0% | +20.6% | -12.6% | -5.3% |
| All | +61.8% | +28.1% | +33.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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