-51.1%
FIS vs EAT
+109.8%
-160.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.3% | -30.0% | -23.8% |
| 7D | -18.4% | -0.1% | -18.3% | -18.2% |
| 30D | -11.4% | +13.5% | -24.9% | -12.0% |
| 3M | -32.0% | +1.0% | -33.0% | -32.0% |
| 6M | -35.6% | +57.3% | -92.9% | -37.4% |
| YTD | -53.8% | +53.6% | -107.4% | -55.0% |
| 1Y | -51.1% | +110.8% | -161.9% | -54.4% |
| All | -51.1% | +109.8% | -160.9% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling