+119.1%
EOG vs FIS
-41.9%
+161.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.6% | +2.3% |
| 7D | -1.3% | -9.1% | +7.8% | +1.8% |
| 30D | +3.4% | -10.4% | +13.8% | +7.0% |
| 3M | +7.8% | -3.7% | +11.5% | +8.2% |
| 6M | +13.4% | -24.8% | +38.1% | +23.5% |
| YTD | +43.5% | -41.6% | +85.1% | +70.7% |
| 1Y | +29.7% | -42.7% | +72.4% | +54.9% |
| 3Y | +23.2% | -26.2% | +49.4% | +28.2% |
| 5Y | +176.4% | -66.1% | +242.5% | +295.6% |
| 10Y | +119.1% | -40.9% | +160.0% | +180.9% |
| All | +119.1% | -41.9% | +161.1% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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