+7.2%
VNQ vs VFC
-79.4%
+86.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.6% | -3.3% | +0.7% | -2.1% |
| 30D | -2.3% | -14.0% | +11.7% | -0.1% |
| 3M | -2.8% | -22.6% | +19.8% | +0.5% |
| 6M | +2.5% | -24.7% | +27.2% | +6.1% |
| YTD | +8.4% | -29.0% | +37.4% | +12.9% |
| 1Y | +6.8% | -13.8% | +20.5% | +7.0% |
| 3Y | +29.9% | -28.2% | +58.2% | +25.0% |
| 5Y | +7.2% | -79.0% | +86.2% | +43.0% |
| All | +7.2% | -79.4% | +86.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling