+706.7%
ETN vs FIS
-39.8%
+746.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -7.9% | +11.4% | +6.1% |
| 30D | -7.5% | -8.0% | +0.4% | -5.4% |
| 3M | +8.3% | +0.6% | +7.7% | +6.2% |
| 6M | +20.2% | -22.2% | +42.4% | +27.6% |
| YTD | +34.7% | -40.8% | +75.4% | +57.4% |
| 1Y | +19.4% | -41.5% | +61.0% | +39.7% |
| 3Y | +85.5% | -25.5% | +111.0% | +92.1% |
| 5Y | +186.6% | -64.8% | +251.4% | +298.0% |
| All | +706.7% | -39.8% | +746.4% | +862.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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