-65.0%
FIS vs BRO
+17.6%
-82.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -7.9% | -7.3% | -0.6% | -4.5% |
| 30D | -8.0% | -6.9% | -1.1% | -4.8% |
| 3M | +0.6% | +10.7% | -10.1% | -3.7% |
| 6M | -22.2% | -2.7% | -19.5% | -21.4% |
| YTD | -40.8% | -16.3% | -24.5% | -36.3% |
| 1Y | -41.5% | -29.1% | -12.4% | -32.6% |
| 3Y | -25.5% | -7.8% | -17.7% | -26.2% |
| All | -65.0% | +17.6% | -82.6% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling