+85.5%
ETN vs FISV
-57.6%
+143.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.4% | -1.5% | +3.8% |
| 7D | +3.5% | -2.7% | +6.2% | +3.6% |
| 30D | -7.5% | 0.0% | -7.6% | -7.6% |
| 3M | +8.3% | -2.8% | +11.1% | +8.3% |
| 6M | +20.2% | -11.8% | +32.0% | +20.8% |
| YTD | +34.7% | -23.2% | +57.9% | +36.6% |
| 1Y | +19.4% | -62.0% | +81.4% | +27.4% |
| 3Y | +85.5% | -57.6% | +143.1% | +56.9% |
| All | +85.5% | -57.6% | +143.1% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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