-41.4%
FIS vs BROS
+30.5%
-71.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | -27.4% | -19.0% | -8.4% | -26.3% |
| 30D | -16.8% | -7.3% | -9.6% | -16.6% |
| 3M | -32.6% | -31.2% | -1.4% | -30.8% |
| 6M | -33.4% | -33.0% | -0.4% | -31.7% |
| YTD | -56.0% | -42.4% | -13.7% | -54.6% |
| 1Y | -55.1% | -37.7% | -17.3% | -53.9% |
| 3Y | -41.4% | +28.2% | -69.6% | -44.1% |
| All | -41.4% | +30.5% | -71.9% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling