-26.5%
FIS vs DTE
+47.2%
-73.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.2% |
| 7D | -9.1% | 0.0% | -9.1% | -9.1% |
| 30D | -10.4% | -0.5% | -9.9% | -10.4% |
| 3M | -3.7% | -6.0% | +2.3% | -2.2% |
| 6M | -24.8% | -7.2% | -17.6% | -23.4% |
| YTD | -41.6% | +7.2% | -48.7% | -43.5% |
| 1Y | -42.7% | +4.1% | -46.8% | -44.0% |
| All | -26.5% | +47.2% | -73.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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