+73.9%
BROS vs ESI
+81.9%
-8.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.4% |
| 7D | -6.7% | +3.3% | -10.0% | -7.9% |
| 30D | -29.1% | -5.9% | -23.2% | -27.5% |
| 3M | -16.7% | -14.1% | -2.6% | -13.4% |
| 6M | -11.6% | +6.6% | -18.2% | -17.9% |
| YTD | -23.9% | +45.0% | -68.9% | -39.8% |
| 1Y | -34.8% | +41.5% | -76.2% | -48.2% |
| All | +73.9% | +81.9% | -8.0% | +16.4% |
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 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