-4.6%
BROS vs ES
+0.3%
-4.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -20.4% | +0.1% | -20.5% | -20.6% |
| 30D | -6.1% | +6.7% | -12.8% | -8.5% |
| 3M | -29.4% | +0.3% | -29.7% | -29.7% |
| 6M | -31.5% | +7.4% | -38.9% | -33.7% |
| YTD | -42.8% | +8.4% | -51.2% | -45.0% |
| 1Y | -37.5% | +0.6% | -38.1% | -38.4% |
| 3Y | +27.2% | +50.6% | -23.4% | +1.0% |
| 5Y | -47.0% | +4.8% | -51.8% | -48.2% |
| All | -4.6% | +0.3% | -4.9% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling