+376.5%
FIS vs EAT
+2,023.0%
-1,646.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | +2.1% | +68.7% | -66.5% | -9.3% |
| 6M | -14.7% | +66.9% | -81.6% | -24.8% |
| YTD | -35.7% | +60.4% | -96.1% | -43.1% |
| 1Y | -37.1% | +44.0% | -81.1% | -43.3% |
| 3Y | -20.0% | +604.7% | -624.7% | -51.7% |
| 5Y | -62.1% | +347.0% | -409.2% | -75.8% |
| 10Y | -37.4% | +390.8% | -428.1% | -67.2% |
| All | +376.5% | +2,023.0% | -1,646.5% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling