-2.1%
BROS vs ESI
+65.5%
-67.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.8% |
| 7D | +6.3% | +5.5% | +0.8% | +3.6% |
| 30D | -8.3% | -7.8% | -0.6% | -4.7% |
| 3M | -29.8% | -15.0% | -14.8% | -24.6% |
| 6M | -25.8% | -24.9% | -0.9% | -17.5% |
| YTD | -41.4% | +33.2% | -74.6% | -53.3% |
| 1Y | -35.2% | +24.9% | -60.1% | -46.6% |
| 3Y | +32.8% | +77.8% | -45.0% | -15.7% |
| 5Y | -42.2% | +37.1% | -79.3% | -64.0% |
| All | -2.1% | +65.5% | -67.6% | -27.4% |
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