-37.5%
BROS vs ESI
+23.9%
-61.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -2.1% |
| 7D | -20.4% | +1.8% | -22.2% | -20.5% |
| 30D | -6.1% | -6.6% | +0.5% | -4.5% |
| 3M | -29.4% | -9.4% | -20.0% | -27.6% |
| 6M | -31.5% | -24.1% | -7.4% | -27.3% |
| YTD | -42.8% | +37.1% | -79.9% | -55.7% |
| 1Y | -37.5% | +24.5% | -62.0% | -48.5% |
| All | -37.5% | +23.9% | -61.4% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling