-22.9%
FIS vs EOSE
-36.3%
+13.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.0% | +1.0% |
| 7D | -8.9% | +14.0% | -22.9% | -8.3% |
| 30D | -9.9% | -5.9% | -4.0% | -10.3% |
| 3M | 0.0% | -34.3% | +34.2% | -1.8% |
| 6M | -22.9% | -37.8% | +14.9% | -22.6% |
| All | -22.9% | -36.3% | +13.4% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling