-1.8%
BROS vs ESTC
-43.9%
+42.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.9% | +1.8% | +5.1% |
| 7D | -17.9% | -1.2% | -16.7% | -17.3% |
| 30D | -5.4% | -8.1% | +2.8% | -2.8% |
| 3M | -32.1% | +20.2% | -52.2% | -37.0% |
| 6M | -31.7% | +72.7% | -104.4% | -44.3% |
| YTD | -41.2% | +19.6% | -60.8% | -46.9% |
| 1Y | -32.6% | +0.3% | -32.9% | -35.9% |
| 3Y | +32.7% | +22.8% | +9.9% | +1.1% |
| 5Y | -44.2% | -50.9% | +6.6% | -37.7% |
| All | -1.8% | -43.9% | +42.1% | -2.4% |
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