+325.3%
FISV vs DG
+577.8%
-252.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -3.3% |
| 7D | -1.6% | -2.5% | +0.9% | -1.1% |
| 30D | -3.0% | +1.0% | -4.0% | -3.2% |
| 3M | -3.5% | +20.3% | -23.8% | -6.8% |
| 6M | -19.4% | -11.7% | -7.7% | -17.9% |
| YTD | -24.3% | -2.3% | -22.0% | -24.4% |
| 1Y | -62.4% | +20.0% | -82.4% | -63.9% |
| 3Y | -58.2% | +7.2% | -65.4% | -60.4% |
| 5Y | -56.5% | -37.9% | -18.6% | -54.0% |
| 10Y | -0.5% | +107.3% | -107.8% | -20.5% |
| All | +325.3% | +577.8% | -252.4% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling