-50.7%
FISV vs DT
+100.3%
-151.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.6% |
| 7D | -2.7% | -1.6% | -1.1% | -2.3% |
| 30D | 0.0% | +3.0% | -3.0% | -0.8% |
| 3M | -2.8% | +26.5% | -29.3% | -9.3% |
| 6M | -11.8% | +35.9% | -47.8% | -19.8% |
| YTD | -23.2% | +17.8% | -41.0% | -27.6% |
| 1Y | -62.0% | +4.1% | -66.0% | -62.9% |
| 3Y | -57.6% | +5.3% | -62.9% | -59.6% |
| 5Y | -53.4% | -27.2% | -26.2% | -53.3% |
| All | -50.7% | +100.3% | -151.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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