-41.4%
FIS vs ETR
+152.8%
-194.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -27.4% | +2.6% | -30.0% | -27.6% |
| 30D | -16.8% | +8.7% | -25.5% | -17.6% |
| 3M | -32.6% | +6.4% | -39.0% | -33.1% |
| 6M | -33.4% | +0.7% | -34.1% | -33.5% |
| YTD | -56.0% | +23.0% | -79.1% | -58.0% |
| 1Y | -55.1% | +17.9% | -73.0% | -56.7% |
| 3Y | -41.4% | +154.9% | -196.3% | -55.5% |
| All | -41.4% | +152.8% | -194.2% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling