+35.8%
EQT vs FIS
-25.6%
+61.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | -1.2% | -8.9% | +7.7% | -0.1% |
| 30D | +1.1% | -9.9% | +11.0% | +2.3% |
| 3M | +4.8% | 0.0% | +4.8% | +4.4% |
| 6M | -10.6% | -22.9% | +12.3% | -7.8% |
| YTD | +3.4% | -40.9% | +44.3% | +11.4% |
| 1Y | +8.7% | -40.4% | +49.1% | +16.7% |
| All | +35.8% | -25.6% | +61.4% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling