-23.9%
FIS vs ETR
+151.3%
-175.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.0% |
| 7D | -3.5% | +1.4% | -4.9% | -3.6% |
| 30D | -7.8% | +1.9% | -9.7% | -8.1% |
| 3M | +0.8% | +1.0% | -0.2% | +0.5% |
| 6M | -21.9% | +4.8% | -26.7% | -23.0% |
| YTD | -39.5% | +19.5% | -59.0% | -42.3% |
| 1Y | -41.0% | +28.1% | -69.1% | -45.0% |
| All | -23.9% | +151.3% | -175.1% | -45.9% |
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