+32.7%
BROS vs ESI
+77.3%
-44.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.1% | +1.5% | +4.5% |
| 7D | -17.9% | -3.5% | -14.5% | -16.3% |
| 30D | -5.4% | -9.3% | +3.9% | -1.6% |
| 3M | -32.1% | -12.8% | -19.3% | -28.6% |
| 6M | -31.7% | -24.6% | -7.1% | -25.5% |
| YTD | -41.2% | +32.7% | -73.9% | -52.2% |
| 1Y | -32.6% | +20.3% | -52.9% | -42.6% |
| 3Y | +32.7% | +80.2% | -47.5% | -17.7% |
| All | +32.7% | +77.3% | -44.6% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling