-29.1%
BRO vs VLTO
-11.2%
-17.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -7.3% | -2.3% | -5.0% | -6.3% |
| 30D | -6.9% | -2.7% | -4.2% | -5.7% |
| 3M | +10.7% | +14.0% | -3.4% | +7.2% |
| 6M | -2.7% | +3.3% | -6.0% | -4.1% |
| YTD | -16.3% | -5.4% | -10.9% | -15.6% |
| 1Y | -29.1% | -13.3% | -15.8% | -24.2% |
| All | -29.1% | -11.2% | -17.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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