+287.2%
BRO vs VT
+229.7%
+57.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | -7.6% | -0.1% | -7.5% | -7.5% |
| 30D | -6.9% | -0.7% | -6.2% | -6.4% |
| 3M | +12.8% | +4.0% | +8.8% | +8.9% |
| 6M | -5.9% | +12.3% | -18.1% | -15.0% |
| YTD | -15.9% | +14.0% | -29.9% | -25.3% |
| 1Y | -28.1% | +20.3% | -48.4% | -39.1% |
| 3Y | -7.0% | +75.4% | -82.4% | -43.8% |
| 5Y | +18.0% | +66.0% | -48.0% | -25.2% |
| All | +287.2% | +229.7% | +57.5% | +39.9% |
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