+488.5%
BRO vs VEU
+188.0%
+300.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.8% |
| 7D | -7.3% | -1.4% | -5.9% | -6.6% |
| 30D | -6.9% | -0.4% | -6.4% | -6.7% |
| 3M | +10.7% | +2.5% | +8.1% | +8.4% |
| 6M | -2.7% | +11.1% | -13.8% | -9.8% |
| YTD | -16.3% | +16.5% | -32.8% | -24.9% |
| 1Y | -29.1% | +22.9% | -52.0% | -38.5% |
| 3Y | -7.8% | +73.4% | -81.2% | -35.5% |
| 5Y | +18.7% | +56.1% | -37.4% | -11.8% |
| 10Y | +291.9% | +153.0% | +138.9% | +118.8% |
| All | +488.5% | +188.0% | +300.5% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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