+438.4%
BRO vs VIG
+615.8%
-177.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | -7.3% | -1.1% | -6.3% | -6.4% |
| 30D | -6.9% | -2.7% | -4.1% | -4.4% |
| 3M | +10.7% | +2.5% | +8.1% | +8.1% |
| 6M | -2.7% | +9.2% | -11.9% | -10.5% |
| YTD | -16.3% | +9.8% | -26.2% | -23.5% |
| 1Y | -29.1% | +12.4% | -41.5% | -36.7% |
| 3Y | -7.8% | +55.9% | -63.7% | -39.8% |
| 5Y | +18.7% | +63.9% | -45.2% | -25.3% |
| 10Y | +291.9% | +249.1% | +42.8% | +24.8% |
| All | +438.4% | +615.8% | -177.4% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling