-25.6%
FIS vs VNQ
+29.8%
-55.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.8% |
| 7D | -8.9% | -2.6% | -6.3% | -7.2% |
| 30D | -9.9% | -2.3% | -7.6% | -8.4% |
| 3M | 0.0% | -2.8% | +2.8% | +2.2% |
| 6M | -22.9% | +2.5% | -25.4% | -24.3% |
| YTD | -40.9% | +8.4% | -49.3% | -44.3% |
| 1Y | -40.4% | +6.8% | -47.2% | -43.2% |
| All | -25.6% | +29.8% | -55.4% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling