-54.8%
FISV vs BROS
+33.7%
-88.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.9% |
| 7D | -7.2% | -6.1% | -1.2% | -6.6% |
| 30D | -7.2% | -12.4% | +5.2% | -5.9% |
| 3M | -8.2% | -27.9% | +19.8% | -5.3% |
| 6M | -17.7% | -16.8% | -0.9% | -16.8% |
| YTD | -27.2% | -29.0% | +1.9% | -25.2% |
| 1Y | -63.0% | -33.2% | -29.8% | -61.8% |
| 3Y | -59.8% | +56.8% | -116.5% | -62.3% |
| All | -54.8% | +33.7% | -88.5% | -55.9% |
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