-53.7%
FIS vs ETR
+19.3%
-73.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.1% |
| 7D | +2.8% | +1.2% | +1.7% | +3.3% |
| 30D | -16.7% | +7.0% | -23.7% | -14.6% |
| 3M | -32.3% | +4.6% | -36.9% | -31.1% |
| 6M | -29.1% | +0.1% | -29.2% | -28.6% |
| YTD | -54.1% | +23.2% | -77.3% | -50.4% |
| 1Y | -53.7% | +20.6% | -74.3% | -50.1% |
| All | -53.7% | +19.3% | -73.0% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling