-52.8%
FIS vs BROS
-38.0%
-14.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.8% |
| 7D | +1.5% | -20.4% | +21.9% | +3.5% |
| 30D | -11.8% | -6.1% | -5.7% | -11.8% |
| 3M | -28.5% | -29.4% | +0.8% | -26.4% |
| 6M | -27.0% | -31.5% | +4.5% | -25.4% |
| YTD | -53.1% | -42.8% | -10.3% | -51.2% |
| 1Y | -52.8% | -37.5% | -15.3% | -51.7% |
| All | -52.8% | -38.0% | -14.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling