-51.1%
FIS vs EOSE
-85.5%
+34.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +12.6% | -36.3% | -22.9% |
| 7D | -18.4% | +9.7% | -28.2% | -17.6% |
| 30D | -11.4% | -34.6% | +23.2% | -12.1% |
| 3M | -32.0% | -50.8% | +18.8% | -33.2% |
| 6M | -35.6% | -66.5% | +30.9% | -37.1% |
| YTD | -53.8% | -81.3% | +27.5% | -55.2% |
| 1Y | -51.1% | -84.8% | +33.7% | -52.4% |
| All | -51.1% | -85.5% | +34.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling