-40.4%
FIS vs ETHA
-43.9%
+3.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -8.9% | -2.4% | -6.5% | -8.8% |
| 30D | -9.9% | +30.9% | -40.8% | -10.7% |
| 3M | 0.0% | +51.1% | -51.2% | -1.6% |
| 6M | -22.9% | +20.5% | -43.4% | -23.5% |
| YTD | -40.9% | -17.3% | -23.6% | -40.7% |
| 1Y | -40.4% | -43.2% | +2.8% | -38.8% |
| All | -40.4% | -43.9% | +3.5% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling