+22.6%
BROS vs ESTC
-46.2%
+68.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -6.6% | -3.3% | -3.2% | -5.8% |
| 30D | -12.3% | +13.4% | -25.8% | -17.0% |
| 3M | -22.2% | +41.3% | -63.5% | -32.0% |
| 6M | -14.3% | +62.6% | -76.9% | -29.4% |
| YTD | -26.6% | +14.8% | -41.3% | -32.7% |
| 1Y | -31.5% | -5.1% | -26.4% | -34.0% |
| 3Y | +62.3% | +11.2% | +51.1% | +27.5% |
| All | +22.6% | -46.2% | +68.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling