-4.6%
BROS vs ESI
+70.4%
-74.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -2.7% |
| 7D | -20.4% | +1.8% | -22.2% | -20.5% |
| 30D | -6.1% | -6.6% | +0.5% | -3.0% |
| 3M | -29.4% | -9.4% | -20.0% | -26.5% |
| 6M | -31.5% | -24.1% | -7.4% | -24.2% |
| YTD | -42.8% | +37.1% | -79.9% | -55.1% |
| 1Y | -37.5% | +24.5% | -62.0% | -48.3% |
| 3Y | +27.2% | +83.2% | -56.0% | -20.4% |
| 5Y | -47.0% | +44.0% | -90.9% | -66.9% |
| All | -4.6% | +70.4% | -74.9% | -30.1% |
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