+376.5%
FIS vs DVA
+2,759.9%
-2,383.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | +1.1% | +1.8% | -0.7% | +0.6% |
| 30D | -2.2% | -2.5% | +0.3% | -1.7% |
| 3M | +2.1% | -4.3% | +6.4% | +2.8% |
| 6M | -14.7% | +18.9% | -33.5% | -19.9% |
| YTD | -35.7% | +61.9% | -97.7% | -45.5% |
| 1Y | -37.1% | +35.7% | -72.8% | -44.0% |
| 3Y | -20.0% | +78.6% | -98.7% | -36.4% |
| 5Y | -62.1% | +39.2% | -101.3% | -68.7% |
| 10Y | -37.4% | +184.0% | -221.4% | -60.9% |
| All | +376.5% | +2,759.9% | -2,383.4% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling