+282.2%
BRO vs VT
+222.7%
+59.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -5.1% | +2.9% | -8.0% | -7.2% |
| 30D | +10.4% | -2.5% | +12.9% | +12.1% |
| 3M | -0.5% | -3.3% | +2.9% | +1.5% |
| 6M | +27.1% | +1.5% | +25.6% | +24.0% |
| YTD | -10.6% | +11.4% | -21.9% | -19.6% |
| 1Y | -11.1% | +11.9% | -23.1% | -20.5% |
| 3Y | -1.0% | +73.9% | -74.8% | -40.2% |
| 5Y | +13.4% | +57.9% | -44.5% | -25.6% |
| All | +282.2% | +222.7% | +59.6% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling