-52.4%
FIS vs DVA
+193.2%
-245.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +2.8% | -8.8% | +11.6% | +4.7% |
| 30D | -16.7% | -3.4% | -13.3% | -16.5% |
| 3M | -32.3% | -2.6% | -29.7% | -32.3% |
| 6M | -29.1% | -11.9% | -17.2% | -27.9% |
| YTD | -54.1% | +53.6% | -107.8% | -59.5% |
| 1Y | -53.7% | +41.9% | -95.6% | -58.3% |
| 3Y | -38.8% | +97.5% | -136.4% | -50.5% |
| 5Y | -71.1% | +65.0% | -136.1% | -76.4% |
| All | -52.4% | +193.2% | -245.6% | -66.4% |
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