-64.4%
FIS vs EOSE
-60.6%
-3.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -7.9% | +1.8% | -9.7% | -8.0% |
| 30D | -8.0% | -6.8% | -1.1% | -7.9% |
| 3M | +0.6% | -36.3% | +36.9% | +1.4% |
| 6M | -22.2% | -38.8% | +16.6% | -21.9% |
| YTD | -40.8% | -65.5% | +24.8% | -39.9% |
| 1Y | -41.5% | -45.3% | +3.8% | -42.0% |
| 3Y | -25.5% | +44.2% | -69.7% | -32.2% |
| 5Y | -64.8% | -69.5% | +4.7% | -69.5% |
| All | -64.4% | -60.6% | -3.8% | -65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling