+286.0%
BRO vs VT
+226.9%
+59.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.3% |
| 7D | -8.6% | -2.0% | -6.6% | -7.2% |
| 30D | -6.9% | -1.4% | -5.5% | -6.0% |
| 3M | +10.5% | +4.7% | +5.7% | +6.0% |
| 6M | -2.8% | +11.4% | -14.1% | -11.7% |
| YTD | -16.1% | +13.1% | -29.2% | -25.0% |
| 1Y | -27.6% | +19.0% | -46.6% | -38.2% |
| 3Y | -7.3% | +73.9% | -81.2% | -43.6% |
| 5Y | +19.0% | +65.4% | -46.4% | -24.5% |
| All | +286.0% | +226.9% | +59.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling