-38.8%
FIS vs EAT
+385.7%
-424.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.5% | -5.3% |
| 7D | -3.5% | -4.9% | +1.5% | -2.6% |
| 30D | -7.8% | -1.2% | -6.6% | -7.9% |
| 3M | +0.8% | +52.2% | -51.4% | -6.8% |
| 6M | -21.9% | +65.0% | -86.9% | -29.4% |
| YTD | -39.5% | +55.0% | -94.5% | -44.9% |
| 1Y | -41.0% | +42.1% | -83.1% | -45.6% |
| 3Y | -23.6% | +614.7% | -638.3% | -50.0% |
| 5Y | -65.6% | +322.7% | -388.4% | -76.2% |
| All | -38.8% | +385.7% | -424.5% | -65.6% |
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