-33.5%
BROS vs ES
+8.3%
-41.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.6% |
| 7D | -2.5% | -1.1% | -1.4% | -2.5% |
| 30D | -11.2% | +8.2% | -19.5% | -11.6% |
| 3M | -33.9% | +0.6% | -34.5% | -33.6% |
| 6M | -33.5% | +6.0% | -39.5% | -31.2% |
| All | -33.5% | +8.3% | -41.8% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling