-64.4%
FIS vs BROS
+41.2%
-105.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.7% |
| 7D | -3.5% | -0.9% | -2.5% | -3.4% |
| 30D | -7.8% | -13.5% | +5.6% | -6.5% |
| 3M | +0.8% | -18.4% | +19.3% | +2.5% |
| 6M | -21.9% | -10.6% | -11.3% | -21.7% |
| YTD | -39.5% | -25.1% | -14.4% | -38.3% |
| 1Y | -41.0% | -28.6% | -12.3% | -39.6% |
| 3Y | -23.6% | +65.6% | -89.2% | -31.5% |
| All | -64.4% | +41.2% | -105.6% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling