+2,450.6%
FISV vs DVA
+5,166.5%
-2,715.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -6.0% | -4.6% |
| 7D | -6.4% | +2.0% | -8.4% | -6.7% |
| 30D | -6.8% | -0.4% | -6.5% | -6.8% |
| 3M | -10.0% | -7.7% | -2.3% | -9.2% |
| 6M | -20.6% | +20.0% | -40.6% | -23.4% |
| YTD | -27.6% | +61.1% | -88.7% | -33.7% |
| 1Y | -64.3% | +33.9% | -98.2% | -66.3% |
| 3Y | -60.0% | +91.5% | -151.5% | -64.8% |
| 5Y | -57.7% | +41.8% | -99.5% | -61.8% |
| 10Y | -3.0% | +187.5% | -190.5% | -22.4% |
| All | +2,450.6% | +5,166.5% | -2,715.9% | +1,508.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling