-38.8%
FIS vs ET
+84.2%
-123.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +2.8% | +2.5% | +0.3% | +2.1% |
| 30D | -16.7% | -2.5% | -14.3% | -16.1% |
| 3M | -32.3% | -4.9% | -27.4% | -31.4% |
| 6M | -29.1% | -0.1% | -29.0% | -29.0% |
| YTD | -54.1% | +26.2% | -80.4% | -56.8% |
| 1Y | -53.7% | +25.2% | -78.9% | -56.4% |
| 3Y | -38.8% | +84.2% | -123.0% | -54.2% |
| All | -38.8% | +84.2% | -123.0% | -54.2% |
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