-7.8%
BRO vs ESTC
+6.9%
-14.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.3% | -9.2% | +1.8% | -6.8% |
| 30D | -6.9% | +8.1% | -14.9% | -7.3% |
| 3M | +10.7% | +38.5% | -27.8% | +8.5% |
| 6M | -2.7% | +57.8% | -60.5% | -5.3% |
| YTD | -16.3% | +10.5% | -26.9% | -17.7% |
| 1Y | -29.1% | -6.4% | -22.7% | -29.9% |
| 3Y | -7.8% | +4.7% | -12.5% | -7.8% |
| All | -7.8% | +6.9% | -14.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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