-70.8%
FIS vs EOSE
-82.3%
+11.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.4% | +4.0% |
| 7D | +2.8% | +9.8% | -7.0% | +2.6% |
| 30D | -16.7% | -2.1% | -14.7% | -16.9% |
| 3M | -32.3% | -54.1% | +21.8% | -31.2% |
| 6M | -29.1% | -76.9% | +47.9% | -26.6% |
| YTD | -54.1% | -83.3% | +29.2% | -52.6% |
| 1Y | -53.7% | -87.4% | +33.7% | -51.7% |
| 3Y | -38.8% | +61.9% | -100.7% | -46.6% |
| All | -70.8% | -82.3% | +11.5% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling