-5.3%
BRO vs VIG
+19.5%
-24.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.3% | +3.4% |
| 7D | +12.4% | +2.7% | +9.7% | +11.1% |
| 30D | +21.6% | +7.0% | +14.6% | +18.4% |
| 3M | +4.3% | +4.0% | +0.3% | +2.5% |
| 6M | +29.2% | +12.3% | +16.9% | +24.5% |
| YTD | -6.4% | +16.4% | -22.7% | -10.9% |
| 1Y | -5.3% | +19.2% | -24.5% | -10.5% |
| All | -5.3% | +19.5% | -24.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling