-93.8%
BRAG vs VOO
+225.4%
-319.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.3% |
| 7D | -16.2% | +3.3% | -19.5% | -18.4% |
| 30D | -43.6% | -2.7% | -40.9% | -42.4% |
| 3M | -61.9% | -1.7% | -60.1% | -61.3% |
| 6M | -67.0% | +3.1% | -70.1% | -67.7% |
| YTD | -67.5% | +11.9% | -79.4% | -70.0% |
| 1Y | -67.0% | +12.1% | -79.1% | -69.6% |
| 3Y | -85.7% | +78.6% | -164.3% | -90.6% |
| 5Y | -91.3% | +73.8% | -165.1% | -94.2% |
| All | -93.8% | +225.4% | -319.1% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling