+27.0%
BROS vs ESTC
-42.9%
+69.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +2.1% |
| 7D | -6.7% | -8.1% | +1.4% | -4.4% |
| 30D | -29.1% | +31.7% | -60.8% | -36.1% |
| 3M | -16.7% | +41.1% | -57.8% | -27.1% |
| 6M | -11.6% | +77.1% | -88.7% | -29.1% |
| YTD | -23.9% | +21.7% | -45.6% | -31.5% |
| 1Y | -34.8% | +8.4% | -43.2% | -40.0% |
| 3Y | +62.1% | +23.6% | +38.5% | +22.0% |
| All | +27.0% | -42.9% | +69.9% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling