-3.4%
BRO vs VLTO
+25.1%
-28.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -7.6% | -2.6% | -5.1% | -6.8% |
| 30D | -6.9% | -2.5% | -4.4% | -6.0% |
| 3M | +12.8% | +10.1% | +2.7% | +9.8% |
| 6M | -5.9% | +1.0% | -6.9% | -6.2% |
| YTD | -15.9% | -4.8% | -11.1% | -14.9% |
| 1Y | -28.1% | -9.3% | -18.8% | -26.2% |
| All | -3.4% | +25.1% | -28.5% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling