+25.1%
BROS vs ES
+0.5%
+24.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | -13.5% | -1.2% | -12.3% | -13.1% |
| 3M | -18.4% | +5.0% | -23.4% | -19.9% |
| 6M | -10.6% | -2.8% | -7.8% | -9.9% |
| YTD | -25.1% | +8.6% | -33.6% | -27.8% |
| 1Y | -28.6% | +18.9% | -47.6% | -34.3% |
| 3Y | +65.6% | +32.1% | +33.4% | +40.7% |
| All | +25.1% | +0.5% | +24.6% | +23.8% |
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