+130.3%
VNQ vs USFR
+27.6%
+102.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -2.3% | +0.3% | -2.7% | -2.4% |
| 3M | -2.8% | +1.0% | -3.8% | -3.1% |
| 6M | +2.5% | +1.9% | +0.6% | +2.0% |
| YTD | +8.4% | +2.7% | +5.8% | +7.6% |
| 1Y | +6.8% | +4.0% | +2.8% | +5.6% |
| 3Y | +29.9% | +14.1% | +15.9% | +25.6% |
| 5Y | +7.2% | +20.5% | -13.3% | +2.3% |
| 10Y | +62.5% | +28.0% | +34.5% | +53.7% |
| All | +130.3% | +27.6% | +102.7% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling