+195.6%
EQT vs FIS
-65.0%
+260.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -1.2% | -8.9% | +7.7% | +1.0% |
| 30D | +1.1% | -9.9% | +11.0% | +3.5% |
| 3M | +4.8% | 0.0% | +4.8% | +4.1% |
| 6M | -10.6% | -22.9% | +12.3% | -5.3% |
| YTD | +3.4% | -40.9% | +44.3% | +17.4% |
| 1Y | +8.7% | -40.4% | +49.1% | +22.9% |
| 3Y | +35.0% | -25.4% | +60.3% | +37.8% |
| All | +195.6% | -65.0% | +260.6% | +302.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling