-25.5%
FIS vs ET
+96.2%
-121.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -7.9% | +0.2% | -8.1% | -8.0% |
| 30D | -8.0% | +2.9% | -10.8% | -8.6% |
| 3M | +0.6% | +16.8% | -16.2% | -3.2% |
| 6M | -22.2% | +18.9% | -41.1% | -25.5% |
| YTD | -40.8% | +37.7% | -78.5% | -45.6% |
| 1Y | -41.5% | +32.4% | -74.0% | -45.7% |
| 3Y | -25.5% | +99.5% | -125.0% | -44.9% |
| All | -25.5% | +96.2% | -121.7% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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