+2.0%
FISV vs DG
+101.8%
-99.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.2% |
| 7D | -2.7% | -6.5% | +3.8% | -1.5% |
| 30D | 0.0% | +4.2% | -4.1% | -0.7% |
| 3M | -2.8% | +9.5% | -12.3% | -4.4% |
| 6M | -11.8% | -13.1% | +1.3% | -10.0% |
| YTD | -23.2% | -4.8% | -18.4% | -23.0% |
| 1Y | -62.0% | +20.6% | -82.6% | -63.4% |
| 3Y | -57.6% | +4.9% | -62.6% | -59.5% |
| 5Y | -53.4% | -37.9% | -15.5% | -49.8% |
| All | +2.0% | +101.8% | -99.8% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling