-17.4%
FIS vs EAT
+657.6%
-675.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.6% |
| 3M | +2.1% | +68.7% | -66.5% | -4.0% |
| 6M | -14.7% | +66.9% | -81.6% | -20.1% |
| YTD | -35.7% | +60.4% | -96.1% | -39.6% |
| 1Y | -37.1% | +44.0% | -81.1% | -40.3% |
| All | -17.4% | +657.6% | -675.0% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling