+350.9%
BRO vs ESI
+209.6%
+141.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -7.3% | -4.6% | -2.7% | -6.7% |
| 30D | -6.9% | -10.5% | +3.7% | -5.5% |
| 3M | +10.7% | -19.8% | +30.5% | +13.3% |
| 6M | -2.7% | +5.8% | -8.5% | -5.7% |
| YTD | -16.3% | +38.3% | -54.6% | -23.0% |
| 1Y | -29.1% | +31.5% | -60.6% | -34.4% |
| 3Y | -7.8% | +80.7% | -88.5% | -20.8% |
| 5Y | +18.7% | +69.4% | -50.7% | +2.1% |
| 10Y | +291.9% | +303.8% | -11.9% | +188.9% |
| All | +350.9% | +209.6% | +141.4% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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