+15.0%
ESI vs BRKR
+47.8%
-32.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.0% | +1.0% | -6.2% |
| 7D | -13.1% | -6.4% | -6.8% | -11.9% |
| 30D | -18.5% | -4.0% | -14.5% | -17.8% |
| 3M | -19.6% | +10.7% | -30.3% | -21.5% |
| 6M | -29.8% | +53.0% | -82.8% | -39.6% |
| YTD | +23.9% | +23.6% | +0.2% | +11.7% |
| 1Y | +15.0% | +45.0% | -30.1% | -7.8% |
| All | +15.0% | +47.8% | -32.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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