-63.7%
FIS vs EOSE
-57.1%
-6.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +10.8% | -16.7% | -6.2% |
| 7D | -3.5% | +41.4% | -44.9% | -4.4% |
| 30D | -7.8% | +3.6% | -11.4% | -8.0% |
| 3M | +0.8% | -35.7% | +36.6% | +1.7% |
| 6M | -21.9% | -29.9% | +8.0% | -21.9% |
| YTD | -39.5% | -62.5% | +23.0% | -38.7% |
| 1Y | -41.0% | -37.4% | -3.6% | -41.8% |
| 3Y | -23.6% | +55.8% | -79.4% | -30.6% |
| 5Y | -65.6% | -67.8% | +2.2% | -70.4% |
| All | -63.7% | -57.1% | -6.5% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling