-55.5%
FIS vs EAT
+328.6%
-384.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.6% |
| 7D | -27.4% | -5.9% | -21.5% | -26.9% |
| 30D | -16.8% | +0.7% | -17.5% | -17.4% |
| 3M | -32.6% | -14.2% | -18.4% | -31.5% |
| 6M | -33.4% | +40.7% | -74.1% | -38.3% |
| YTD | -56.0% | +36.0% | -92.0% | -59.3% |
| 1Y | -55.1% | +83.1% | -138.1% | -60.8% |
| 3Y | -41.4% | +474.8% | -516.2% | -60.4% |
| 5Y | -72.7% | +347.6% | -420.3% | -81.4% |
| 10Y | -55.5% | +321.5% | -377.0% | -75.6% |
| All | -55.5% | +328.6% | -384.1% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling