-3.8%
BROS vs ES
-1.0%
-2.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -19.0% | +0.9% | -19.9% | -19.4% |
| 30D | -7.3% | +5.9% | -13.2% | -9.4% |
| 3M | -31.2% | -1.0% | -30.2% | -31.2% |
| 6M | -33.0% | +7.2% | -40.2% | -35.1% |
| YTD | -42.4% | +7.0% | -49.3% | -44.3% |
| 1Y | -37.7% | +0.5% | -38.2% | -38.7% |
| 3Y | +28.2% | +48.7% | -20.5% | +2.3% |
| 5Y | -43.4% | +1.9% | -45.3% | -44.5% |
| All | -3.8% | -1.0% | -2.8% | -4.6% |
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