+175.7%
ETN vs FIS
-65.9%
+241.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.6% |
| 7D | +3.0% | -8.9% | +11.9% | +4.1% |
| 30D | -10.9% | -9.9% | -1.0% | -9.9% |
| 3M | +9.2% | 0.0% | +9.3% | +8.2% |
| 6M | +13.9% | -22.9% | +36.8% | +17.5% |
| YTD | +29.5% | -40.9% | +70.4% | +40.7% |
| 1Y | +14.2% | -40.4% | +54.6% | +23.6% |
| 3Y | +79.9% | -25.4% | +105.2% | +85.1% |
| 5Y | +175.7% | -64.8% | +240.5% | +225.5% |
| All | +175.7% | -65.9% | +241.6% | +225.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling