-42.7%
FIS vs BROS
-30.1%
-12.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.2% |
| 7D | -9.1% | -6.6% | -2.5% | -8.5% |
| 30D | -10.4% | -12.3% | +1.9% | -9.3% |
| 3M | -3.7% | -22.2% | +18.5% | -1.9% |
| 6M | -24.8% | -14.3% | -10.5% | -24.9% |
| YTD | -41.6% | -26.6% | -15.0% | -40.7% |
| 1Y | -42.7% | -31.5% | -11.2% | -43.4% |
| All | -42.7% | -30.1% | -12.7% | -43.4% |
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