-40.6%
FIS vs VNQ
+64.0%
-104.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.4% |
| 7D | -7.9% | -1.3% | -6.6% | -7.0% |
| 30D | -8.0% | -2.6% | -5.4% | -6.1% |
| 3M | +0.6% | -2.0% | +2.6% | +2.3% |
| 6M | -22.2% | +4.3% | -26.5% | -24.8% |
| YTD | -40.8% | +9.2% | -50.0% | -44.8% |
| 1Y | -41.5% | +5.6% | -47.1% | -44.1% |
| 3Y | -25.5% | +30.8% | -56.3% | -40.0% |
| 5Y | -64.8% | +8.0% | -72.7% | -67.3% |
| All | -40.6% | +64.0% | -104.6% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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