+22.6%
BROS vs ESI
+79.0%
-56.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -6.6% | +3.9% | -10.5% | -8.3% |
| 30D | -12.3% | -3.8% | -8.6% | -10.9% |
| 3M | -22.2% | -13.1% | -9.1% | -18.8% |
| 6M | -14.3% | +11.3% | -25.6% | -22.7% |
| YTD | -26.6% | +44.1% | -70.7% | -43.4% |
| 1Y | -31.5% | +40.3% | -71.8% | -46.8% |
| 3Y | +62.3% | +84.1% | -21.8% | +2.2% |
| All | +22.6% | +79.0% | -56.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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