+376.5%
FIS vs DTE
+868.9%
-492.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -2.2% | -2.6% | +0.3% | -0.9% |
| 3M | +2.1% | -3.9% | +6.0% | +4.1% |
| 6M | -14.7% | -7.9% | -6.8% | -11.4% |
| YTD | -35.7% | +7.2% | -42.9% | -38.8% |
| 1Y | -37.1% | +3.1% | -40.1% | -38.9% |
| 3Y | -20.0% | +47.6% | -67.6% | -37.3% |
| 5Y | -62.1% | +32.7% | -94.8% | -69.0% |
| 10Y | -37.4% | +138.8% | -176.1% | -64.4% |
| All | +376.5% | +868.9% | -492.4% | +3.1% |
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 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