+873.1%
BRO vs VO
+813.1%
+59.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -7.3% | -1.5% | -5.8% | -6.3% |
| 30D | -6.9% | -3.0% | -3.8% | -4.8% |
| 3M | +10.7% | +2.8% | +7.8% | +8.3% |
| 6M | -2.7% | +10.9% | -13.6% | -10.1% |
| YTD | -16.3% | +12.5% | -28.8% | -23.5% |
| 1Y | -29.1% | +12.0% | -41.1% | -35.1% |
| 3Y | -7.8% | +56.3% | -64.1% | -34.3% |
| 5Y | +18.7% | +42.9% | -24.2% | -10.0% |
| 10Y | +291.9% | +198.8% | +93.1% | +76.4% |
| All | +873.1% | +813.1% | +59.9% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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