+285.2%
BRO vs VCLT
+17.1%
+268.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -7.3% | -1.4% | -6.0% | -6.9% |
| 30D | -6.9% | -1.2% | -5.7% | -6.5% |
| 3M | +10.7% | -4.8% | +15.4% | +12.3% |
| 6M | -2.7% | -2.6% | -0.1% | -2.0% |
| YTD | -16.3% | -3.3% | -13.0% | -15.5% |
| 1Y | -29.1% | -4.8% | -24.3% | -28.1% |
| 3Y | -7.8% | +11.5% | -19.4% | -11.6% |
| 5Y | +18.7% | -17.0% | +35.7% | +24.0% |
| All | +285.2% | +17.1% | +268.1% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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