+4,313.7%
ETN vs FIS
+346.5%
+3,967.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.9% | +8.6% | +5.0% |
| 7D | +8.0% | -3.5% | +11.5% | +9.3% |
| 30D | -5.9% | -7.8% | +1.9% | -3.3% |
| 3M | +5.0% | +0.8% | +4.1% | +2.7% |
| 6M | +22.4% | -21.9% | +44.3% | +30.9% |
| YTD | +33.6% | -39.5% | +73.1% | +57.8% |
| 1Y | +22.1% | -41.0% | +63.1% | +44.9% |
| 3Y | +85.6% | -23.6% | +109.2% | +92.5% |
| 5Y | +179.2% | -65.6% | +244.9% | +284.1% |
| 10Y | +687.3% | -40.2% | +727.5% | +730.8% |
| All | +4,313.7% | +346.5% | +3,967.2% | +2,103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling