+27.0%
BROS vs ESI
+80.2%
-53.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.7% |
| 7D | -6.7% | +3.3% | -10.0% | -8.2% |
| 30D | -29.1% | -5.9% | -23.2% | -27.2% |
| 3M | -16.7% | -14.1% | -2.6% | -12.5% |
| 6M | -11.6% | +6.6% | -18.2% | -18.5% |
| YTD | -23.9% | +45.0% | -68.9% | -41.6% |
| 1Y | -34.8% | +41.5% | -76.2% | -49.6% |
| 3Y | +62.1% | +78.8% | -16.7% | +4.1% |
| All | +27.0% | +80.2% | -53.2% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling