-31.5%
BROS vs ESTC
-6.1%
-25.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -6.6% | -3.3% | -3.2% | -6.4% |
| 30D | -12.3% | +13.4% | -25.8% | -13.7% |
| 3M | -22.2% | +41.3% | -63.5% | -25.7% |
| 6M | -14.3% | +62.6% | -76.9% | -19.2% |
| YTD | -26.6% | +14.8% | -41.3% | -31.1% |
| 1Y | -31.5% | -5.1% | -26.4% | -35.5% |
| All | -31.5% | -6.1% | -25.4% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling