+2,242.4%
EOG vs FIS
+224.4%
+2,018.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -2.4% | -27.4% | +25.0% | +8.6% |
| 30D | +2.9% | -16.8% | +19.8% | +8.5% |
| 3M | +7.2% | -32.6% | +39.9% | +21.8% |
| 6M | +18.2% | -33.4% | +51.6% | +33.7% |
| YTD | +48.9% | -56.0% | +104.9% | +95.1% |
| 1Y | +46.7% | -55.1% | +101.8% | +90.4% |
| 3Y | +37.4% | -41.4% | +78.8% | +55.7% |
| 5Y | +103.9% | -72.7% | +176.6% | +196.8% |
| 10Y | +127.0% | -55.5% | +182.5% | +171.4% |
| All | +2,242.4% | +224.4% | +2,018.0% | +1,418.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling