-25.5%
FIS vs BRO
-7.6%
-17.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.9% | -7.3% | -0.6% | -4.7% |
| 30D | -8.0% | -6.9% | -1.1% | -5.0% |
| 3M | +0.6% | +10.7% | -10.1% | -2.9% |
| 6M | -22.2% | -2.7% | -19.5% | -21.7% |
| YTD | -40.8% | -16.3% | -24.5% | -37.5% |
| 1Y | -41.5% | -29.1% | -12.4% | -35.0% |
| 3Y | -25.5% | -7.8% | -17.7% | -26.0% |
| All | -25.5% | -7.6% | -17.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling