-59.8%
FISV vs DBX
+25.2%
-85.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.2% |
| 7D | -7.2% | -1.8% | -5.4% | -6.8% |
| 30D | -7.2% | +2.8% | -10.0% | -7.9% |
| 3M | -8.2% | +26.8% | -34.9% | -13.7% |
| 6M | -17.7% | +32.8% | -50.5% | -23.8% |
| YTD | -27.2% | +26.1% | -53.2% | -31.8% |
| 1Y | -63.0% | +14.1% | -77.1% | -64.6% |
| All | -59.8% | +25.2% | -85.0% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling