-52.4%
FIS vs ETR
+378.9%
-431.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +2.8% | +1.2% | +1.7% | +2.3% |
| 30D | -16.7% | +7.0% | -23.7% | -19.3% |
| 3M | -32.3% | +4.6% | -36.9% | -33.9% |
| 6M | -29.1% | +0.1% | -29.2% | -29.8% |
| YTD | -54.1% | +23.2% | -77.3% | -59.1% |
| 1Y | -53.7% | +20.6% | -74.3% | -58.3% |
| 3Y | -38.8% | +156.3% | -195.1% | -63.1% |
| 5Y | -71.1% | +159.6% | -230.7% | -83.1% |
| All | -52.4% | +378.9% | -431.3% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling