-53.1%
FISV vs DG
-37.9%
-15.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.3% |
| 7D | -2.7% | -6.5% | +3.8% | -1.9% |
| 30D | 0.0% | +4.2% | -4.1% | -0.4% |
| 3M | -2.8% | +9.5% | -12.3% | -3.7% |
| 6M | -11.8% | -13.1% | +1.3% | -11.0% |
| YTD | -23.2% | -4.8% | -18.4% | -23.2% |
| 1Y | -62.0% | +20.6% | -82.6% | -62.8% |
| 3Y | -57.6% | +4.9% | -62.6% | -58.4% |
| All | -53.1% | -37.9% | -15.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling