-62.0%
FISV vs BROS
-32.8%
-29.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.4% | +5.2% |
| 7D | -2.7% | -5.8% | +3.1% | -1.4% |
| 30D | 0.0% | -14.0% | +14.0% | +3.2% |
| 3M | -2.8% | -32.5% | +29.7% | +4.4% |
| 6M | -11.8% | -14.9% | +3.1% | -13.4% |
| YTD | -23.2% | -28.3% | +5.1% | -20.4% |
| 1Y | -62.0% | -34.0% | -28.0% | -61.1% |
| All | -62.0% | -32.8% | -29.2% | -61.1% |
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 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