-71.4%
FIS vs EAT
+361.6%
-433.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.8% |
| 7D | -25.5% | -2.6% | -22.8% | -25.4% |
| 30D | -15.1% | +11.5% | -26.5% | -17.0% |
| 3M | -32.1% | -9.1% | -23.0% | -31.6% |
| 6M | -36.1% | +40.4% | -76.5% | -40.5% |
| YTD | -55.4% | +43.9% | -99.3% | -59.0% |
| 1Y | -53.9% | +101.9% | -155.8% | -60.4% |
| 3Y | -39.8% | +489.9% | -529.6% | -61.5% |
| All | -71.4% | +361.6% | -433.0% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling