+25.1%
BROS vs ESI
+81.2%
-56.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -0.9% | +5.4% | -6.3% | -3.5% |
| 30D | -13.5% | -4.2% | -9.3% | -11.8% |
| 3M | -18.4% | -9.6% | -8.8% | -16.5% |
| 6M | -10.6% | +18.3% | -28.9% | -22.0% |
| YTD | -25.1% | +45.8% | -70.9% | -42.6% |
| 1Y | -28.6% | +39.2% | -67.8% | -44.3% |
| 3Y | +65.6% | +86.3% | -20.7% | +3.7% |
| All | +25.1% | +81.2% | -56.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling