+333.1%
FIS vs BRO
+1,590.9%
-1,257.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.2% |
| 7D | -9.1% | -7.6% | -1.4% | -5.4% |
| 30D | -10.4% | -6.9% | -3.6% | -7.2% |
| 3M | -3.7% | +12.8% | -16.5% | -9.2% |
| 6M | -24.8% | -5.9% | -18.9% | -22.7% |
| YTD | -41.6% | -15.9% | -25.7% | -36.8% |
| 1Y | -42.7% | -28.1% | -14.6% | -33.5% |
| 3Y | -26.2% | -7.0% | -19.2% | -25.9% |
| 5Y | -66.1% | +18.0% | -84.1% | -70.3% |
| 10Y | -40.9% | +293.9% | -334.8% | -70.0% |
| All | +333.1% | +1,590.9% | -1,257.9% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling