+140.7%
BRO vs ESTC
+19.3%
+121.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.1% |
| 7D | -8.6% | -13.2% | +4.6% | -7.1% |
| 30D | -6.9% | +9.3% | -16.3% | -8.2% |
| 3M | +10.5% | +37.3% | -26.9% | +6.0% |
| 6M | -2.8% | +61.0% | -63.8% | -8.8% |
| YTD | -16.1% | +10.7% | -26.8% | -18.2% |
| 1Y | -27.6% | -7.2% | -20.4% | -28.3% |
| 3Y | -7.3% | +7.2% | -14.5% | -13.8% |
| 5Y | +19.0% | -47.7% | +66.7% | +15.8% |
| All | +140.7% | +19.3% | +121.5% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling