-64.8%
FIS vs DTE
+31.2%
-96.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.6% |
| 7D | -8.9% | -2.0% | -6.9% | -8.3% |
| 30D | -9.9% | -2.4% | -7.5% | -9.2% |
| 3M | 0.0% | -7.3% | +7.3% | +2.5% |
| 6M | -22.9% | -7.6% | -15.3% | -21.1% |
| YTD | -40.9% | +5.8% | -46.7% | -42.8% |
| 1Y | -40.4% | +2.3% | -42.8% | -41.6% |
| 3Y | -25.4% | +45.0% | -70.4% | -37.3% |
| 5Y | -64.8% | +33.2% | -98.0% | -68.6% |
| All | -64.8% | +31.2% | -96.1% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling