+376.5%
FIS vs ETR
+1,298.4%
-921.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.1% | +1.4% | -0.4% | +0.5% |
| 30D | -2.2% | +1.0% | -3.2% | -2.7% |
| 3M | +2.1% | -1.3% | +3.4% | +2.3% |
| 6M | -14.7% | +1.9% | -16.6% | -16.3% |
| YTD | -35.7% | +18.2% | -53.9% | -41.2% |
| 1Y | -37.1% | +24.7% | -61.7% | -44.0% |
| 3Y | -20.0% | +150.7% | -170.7% | -49.4% |
| 5Y | -62.1% | +127.0% | -189.2% | -75.3% |
| 10Y | -37.4% | +295.5% | -332.8% | -68.7% |
| All | +376.5% | +1,298.4% | -921.9% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling