+32.8%
BROS vs ESTC
+14.8%
+18.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.7% |
| 7D | +6.3% | +2.4% | +3.9% | +5.9% |
| 30D | -8.3% | -4.2% | -4.1% | -7.6% |
| 3M | -29.8% | +2.5% | -32.3% | -30.4% |
| 6M | -25.8% | +81.5% | -107.3% | -34.0% |
| YTD | -41.4% | +16.8% | -58.2% | -44.1% |
| 1Y | -35.2% | -3.5% | -31.7% | -36.3% |
| 3Y | +32.8% | +17.7% | +15.0% | +21.1% |
| All | +32.8% | +14.8% | +18.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling