-73.6%
FIS vs DT
+75.7%
-149.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +2.8% | +3.1% | -0.3% | +2.0% |
| 30D | -16.7% | -29.5% | +12.8% | -9.5% |
| 3M | -32.3% | -11.7% | -20.6% | -30.8% |
| 6M | -29.1% | +29.0% | -58.1% | -34.9% |
| YTD | -54.1% | +3.4% | -57.5% | -55.7% |
| 1Y | -53.7% | -4.2% | -49.5% | -54.4% |
| 3Y | -38.8% | -12.8% | -26.0% | -39.7% |
| 5Y | -71.1% | -39.6% | -31.5% | -70.0% |
| All | -73.6% | +75.7% | -149.3% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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