+85.5%
ETN vs FIS
-25.5%
+111.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.5% | -7.9% | +11.4% | +3.7% |
| 30D | -7.5% | -8.0% | +0.4% | -7.4% |
| 3M | +8.3% | +0.6% | +7.7% | +7.0% |
| 6M | +20.2% | -22.2% | +42.4% | +23.2% |
| YTD | +34.7% | -40.8% | +75.4% | +47.2% |
| 1Y | +19.4% | -41.5% | +61.0% | +30.7% |
| 3Y | +85.5% | -25.5% | +111.0% | +79.0% |
| All | +85.5% | -25.5% | +111.0% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling