+62.2%
ESI vs BRKR
-37.9%
+100.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -6.0% |
| 7D | -10.8% | -10.0% | -0.8% | -7.8% |
| 30D | -17.0% | -8.7% | -8.3% | -14.8% |
| 3M | -26.3% | -2.8% | -23.5% | -27.3% |
| 6M | +4.1% | +56.4% | -52.3% | -14.5% |
| YTD | +29.4% | +12.0% | +17.4% | +18.9% |
| 1Y | +23.2% | +71.2% | -48.0% | -3.4% |
| 3Y | +68.2% | -21.1% | +89.3% | +63.9% |
| 5Y | +62.2% | -37.6% | +99.8% | +55.8% |
| All | +62.2% | -37.9% | +100.1% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling