-26.5%
FIS vs DVA
+91.2%
-117.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.1% | -3.6% |
| 7D | -9.1% | +2.0% | -11.1% | -9.2% |
| 30D | -10.4% | -0.4% | -10.1% | -10.4% |
| 3M | -3.7% | -7.7% | +4.0% | -2.9% |
| 6M | -24.8% | +20.0% | -44.7% | -25.7% |
| YTD | -41.6% | +61.1% | -102.7% | -44.4% |
| 1Y | -42.7% | +33.9% | -76.6% | -43.6% |
| All | -26.5% | +91.2% | -117.6% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling