-2.0%
FISV vs BRO
-4.7%
+2.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +29.4% | +9.9% | +19.5% | +23.2% |
| 30D | +38.0% | +22.3% | +15.6% | +24.4% |
| 3M | +15.9% | +5.3% | +10.6% | +12.6% |
| 6M | +9.5% | +30.3% | -20.8% | -3.4% |
| YTD | -6.6% | -5.7% | -0.9% | -6.9% |
| 1Y | -2.0% | -3.5% | +1.5% | -3.8% |
| All | -2.0% | -4.7% | +2.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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