+2.0%
FISV vs DVA
+187.8%
-185.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | 0.0% | 0.0% | 0.0% | 0.0% |
| 3M | -2.8% | -10.9% | +8.1% | -1.0% |
| 6M | -11.8% | +17.3% | -29.1% | -15.6% |
| YTD | -23.2% | +59.8% | -83.0% | -32.0% |
| 1Y | -62.0% | +36.3% | -98.2% | -64.9% |
| 3Y | -57.6% | +88.6% | -146.2% | -64.7% |
| 5Y | -53.4% | +47.5% | -100.9% | -59.9% |
| All | +2.0% | +187.8% | -185.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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