+137.1%
EOG vs FIS
-53.2%
+190.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.4% | +0.4% |
| 7D | +7.6% | +2.8% | +4.8% | +6.4% |
| 30D | +3.4% | -16.7% | +20.1% | +8.1% |
| 3M | +12.7% | -32.3% | +45.0% | +26.1% |
| 6M | +19.0% | -29.1% | +48.1% | +30.1% |
| YTD | +55.6% | -54.1% | +109.7% | +97.4% |
| 1Y | +49.5% | -53.7% | +103.3% | +88.9% |
| 3Y | +43.2% | -38.8% | +82.0% | +55.7% |
| 5Y | +111.8% | -71.1% | +182.9% | +208.6% |
| All | +137.1% | -53.2% | +190.2% | +257.3% |
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