+26,306.2%
BRO vs ES
+1,251.6%
+25,054.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.2% | -4.7% |
| 7D | -5.4% | +1.4% | -6.8% | -5.7% |
| 30D | -4.3% | -1.2% | -3.2% | -4.0% |
| 3M | +17.8% | +5.0% | +12.8% | +16.3% |
| 6M | -6.8% | -2.8% | -3.9% | -6.2% |
| YTD | -13.8% | +8.6% | -22.4% | -16.1% |
| 1Y | -27.8% | +18.9% | -46.7% | -31.8% |
| 3Y | -4.7% | +32.1% | -36.8% | -13.9% |
| 5Y | +20.6% | -5.1% | +25.7% | +19.1% |
| 10Y | +293.7% | +84.2% | +209.5% | +227.8% |
| All | +26,306.2% | +1,251.6% | +25,054.6% | +15,700.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling