+239.9%
FIS vs DTE
+903.9%
-664.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +2.8% | +3.4% | -0.6% | +1.0% |
| 30D | -16.7% | +8.9% | -25.6% | -20.7% |
| 3M | -32.3% | +1.1% | -33.3% | -33.0% |
| 6M | -29.1% | +0.1% | -29.1% | -29.7% |
| YTD | -54.1% | +11.1% | -65.2% | -57.4% |
| 1Y | -53.7% | +4.9% | -58.7% | -55.7% |
| 3Y | -38.8% | +58.6% | -97.4% | -54.0% |
| 5Y | -71.1% | +47.3% | -118.4% | -77.8% |
| 10Y | -53.1% | +151.3% | -204.4% | -74.1% |
| All | +239.9% | +903.9% | -664.0% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling