-7.8%
BRO vs ES
+26.7%
-34.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -7.3% | -3.6% | -3.8% | -6.6% |
| 30D | -6.9% | -4.2% | -2.6% | -6.0% |
| 3M | +10.7% | +0.1% | +10.5% | +10.9% |
| 6M | -2.7% | -6.2% | +3.5% | -1.5% |
| YTD | -16.3% | +4.1% | -20.4% | -17.1% |
| 1Y | -29.1% | +10.2% | -39.2% | -30.7% |
| 3Y | -7.8% | +26.1% | -33.9% | -13.7% |
| All | -7.8% | +26.7% | -34.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling