+467.3%
FISV vs VNQ
+382.8%
+84.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.0% |
| 7D | -7.2% | -2.6% | -4.6% | -5.9% |
| 30D | -7.2% | -2.3% | -4.8% | -6.0% |
| 3M | -8.2% | -2.8% | -5.4% | -6.7% |
| 6M | -17.7% | +2.5% | -20.2% | -18.7% |
| YTD | -27.2% | +8.4% | -35.6% | -30.1% |
| 1Y | -63.0% | +6.8% | -69.7% | -63.8% |
| 3Y | -59.8% | +29.9% | -89.7% | -64.6% |
| 5Y | -55.8% | +7.2% | -63.0% | -57.2% |
| 10Y | -2.4% | +62.5% | -64.9% | -22.2% |
| All | +467.3% | +382.8% | +84.5% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling