-72.4%
FIS vs BROS
+7.7%
-80.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.8% |
| 7D | +1.5% | -20.4% | +21.9% | +3.7% |
| 30D | -11.8% | -6.1% | -5.7% | -11.6% |
| 3M | -28.5% | -29.4% | +0.8% | -26.2% |
| 6M | -27.0% | -31.5% | +4.5% | -24.8% |
| YTD | -53.1% | -42.8% | -10.3% | -51.0% |
| 1Y | -52.8% | -37.5% | -15.3% | -51.1% |
| 3Y | -37.5% | +27.2% | -64.7% | -42.6% |
| 5Y | -71.1% | -47.0% | -24.1% | -72.5% |
| All | -72.4% | +7.7% | -80.1% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling