-26.3%
FISV vs DBX
+22.6%
-48.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +4.0% | +5.0% |
| 7D | -2.7% | +2.1% | -4.8% | -3.2% |
| 30D | 0.0% | +5.7% | -5.7% | -1.4% |
| 3M | -2.8% | +31.8% | -34.6% | -9.7% |
| 6M | -11.8% | +37.5% | -49.3% | -19.5% |
| YTD | -23.2% | +27.9% | -51.1% | -28.6% |
| 1Y | -62.0% | +15.0% | -77.0% | -63.6% |
| 3Y | -57.6% | +27.2% | -84.8% | -61.5% |
| 5Y | -53.4% | +12.8% | -66.2% | -57.5% |
| All | -26.3% | +22.6% | -48.9% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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