+0.1%
BRO vs VLTO
+70.6%
-70.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.7% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | +11.3% | +17.5% | -6.2% | +4.3% |
| 3M | +0.7% | +21.4% | -20.7% | -6.8% |
| 6M | +32.9% | +38.1% | -5.2% | +17.9% |
| YTD | -8.8% | +19.0% | -27.9% | -15.5% |
| 1Y | -9.2% | +20.7% | -29.9% | -16.4% |
| 3Y | +0.1% | +64.3% | -64.2% | -12.8% |
| All | +0.1% | +70.6% | -70.5% | -12.8% |
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