-40.7%
FIS vs DVA
+187.5%
-228.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | -9.9% | +1.7% | -11.6% | -10.2% |
| 3M | 0.0% | -8.7% | +8.6% | +1.5% |
| 6M | -22.9% | +19.7% | -42.5% | -26.5% |
| YTD | -40.9% | +59.6% | -100.5% | -47.8% |
| 1Y | -40.4% | +37.1% | -77.5% | -45.5% |
| 3Y | -25.4% | +89.8% | -115.1% | -38.7% |
| 5Y | -64.8% | +47.4% | -112.2% | -70.1% |
| All | -40.7% | +187.5% | -228.1% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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