-46.7%
FIS vs ETHA
-30.1%
-16.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.4% |
| 7D | -9.1% | +2.9% | -12.0% | -9.2% |
| 30D | -10.4% | +31.4% | -41.8% | -12.0% |
| 3M | -3.7% | +48.9% | -52.6% | -6.2% |
| 6M | -24.8% | +20.9% | -45.7% | -25.9% |
| YTD | -41.6% | -17.2% | -24.4% | -41.2% |
| 1Y | -42.7% | -42.8% | 0.0% | -41.2% |
| All | -46.7% | -30.1% | -16.5% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling