-64.8%
FIS vs ET
+241.7%
-306.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -8.9% | +1.4% | -10.2% | -9.3% |
| 30D | -9.9% | +4.6% | -14.5% | -11.2% |
| 3M | 0.0% | +16.0% | -16.1% | -4.7% |
| 6M | -22.9% | +22.8% | -45.7% | -27.9% |
| YTD | -40.9% | +38.9% | -79.7% | -47.1% |
| 1Y | -40.4% | +34.1% | -74.5% | -46.1% |
| 3Y | -25.4% | +98.8% | -124.2% | -42.7% |
| 5Y | -64.8% | +246.8% | -311.7% | -76.8% |
| All | -64.8% | +241.7% | -306.5% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling