-37.1%
FIS vs EAT
+37.5%
-74.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -2.2% | +1.9% | -4.1% | -2.5% |
| 3M | +2.1% | +68.7% | -66.5% | -2.9% |
| 6M | -14.7% | +66.9% | -81.6% | -19.0% |
| YTD | -35.7% | +60.4% | -96.1% | -39.0% |
| 1Y | -37.1% | +44.0% | -81.1% | -37.9% |
| All | -37.1% | +37.5% | -74.5% | -37.9% |
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