+209.6%
ESI vs BRKR
+168.3%
+41.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.6% | -8.7% | +4.0% | -1.4% |
| 30D | -10.5% | -9.9% | -0.7% | -7.2% |
| 3M | -19.8% | -3.1% | -16.7% | -21.0% |
| 6M | +5.8% | +45.5% | -39.7% | -13.1% |
| YTD | +38.3% | +13.7% | +24.6% | +24.5% |
| 1Y | +31.5% | +67.4% | -35.9% | +0.1% |
| 3Y | +80.7% | -13.2% | +93.9% | +68.4% |
| 5Y | +69.4% | -39.5% | +108.9% | +79.3% |
| 10Y | +303.8% | +153.5% | +150.3% | +119.6% |
| All | +209.6% | +168.3% | +41.3% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling