-44.2%
BROS vs ESI
+42.9%
-87.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.1% | +1.5% | +4.0% |
| 7D | -17.9% | -3.5% | -14.5% | -15.9% |
| 30D | -5.4% | -9.3% | +3.9% | -0.5% |
| 3M | -32.1% | -12.8% | -19.3% | -27.7% |
| 6M | -31.7% | -24.6% | -7.1% | -23.8% |
| YTD | -41.2% | +32.7% | -73.9% | -54.1% |
| 1Y | -32.6% | +20.3% | -52.9% | -44.3% |
| 3Y | +32.7% | +80.2% | -47.5% | -21.4% |
| 5Y | -44.2% | +40.0% | -84.2% | -60.9% |
| All | -44.2% | +42.9% | -87.1% | -60.9% |
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