+2.0%
FISV vs DTE
+137.8%
-135.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +6.1% |
| 7D | -2.7% | -2.6% | -0.1% | -1.4% |
| 30D | 0.0% | -4.4% | +4.4% | +2.3% |
| 3M | -2.8% | -8.3% | +5.5% | +1.6% |
| 6M | -11.8% | -8.1% | -3.8% | -8.4% |
| YTD | -23.2% | +4.4% | -27.6% | -25.9% |
| 1Y | -62.0% | +0.2% | -62.2% | -62.4% |
| 3Y | -57.6% | +42.6% | -100.2% | -66.3% |
| 5Y | -53.4% | +31.5% | -84.9% | -61.7% |
| All | +2.0% | +137.8% | -135.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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