+10,209.8%
FISV vs DTE
+3,490.3%
+6,719.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -3.9% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -6.8% | -0.5% | -6.3% | -6.7% |
| 3M | -10.0% | -6.0% | -3.9% | -7.5% |
| 6M | -20.6% | -7.2% | -13.4% | -18.2% |
| YTD | -27.6% | +7.2% | -34.7% | -30.5% |
| 1Y | -64.3% | +4.1% | -68.4% | -65.3% |
| 3Y | -60.0% | +46.9% | -106.9% | -67.3% |
| 5Y | -57.7% | +32.9% | -90.6% | -64.1% |
| 10Y | -3.0% | +144.5% | -147.5% | -38.9% |
| All | +10,209.8% | +3,490.3% | +6,719.6% | +2,827.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling