-40.7%
FIS vs ETR
+298.4%
-339.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.7% |
| 7D | -8.9% | -1.9% | -7.0% | -8.2% |
| 30D | -9.9% | -0.2% | -9.7% | -10.0% |
| 3M | 0.0% | -3.7% | +3.7% | +1.2% |
| 6M | -22.9% | +2.1% | -25.0% | -24.5% |
| YTD | -40.9% | +16.5% | -57.3% | -45.7% |
| 1Y | -40.4% | +22.5% | -63.0% | -46.8% |
| 3Y | -25.4% | +144.7% | -170.0% | -53.7% |
| 5Y | -64.8% | +125.2% | -190.0% | -77.6% |
| All | -40.7% | +298.4% | -339.0% | -66.7% |
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