-66.1%
FIS vs DVA
+41.6%
-107.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.1% | -3.7% |
| 7D | -9.1% | +2.0% | -11.1% | -9.3% |
| 30D | -10.4% | -0.4% | -10.1% | -10.4% |
| 3M | -3.7% | -7.7% | +4.0% | -2.7% |
| 6M | -24.8% | +20.0% | -44.7% | -27.2% |
| YTD | -41.6% | +61.1% | -102.7% | -46.7% |
| 1Y | -42.7% | +33.9% | -76.6% | -45.7% |
| 3Y | -26.2% | +91.5% | -117.8% | -36.6% |
| 5Y | -66.1% | +41.8% | -107.9% | -68.8% |
| All | -66.1% | +41.6% | -107.8% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling