+829.8%
BRO vs VT
+374.2%
+455.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.6% | +0.4% | -3.0% | -2.9% |
| 30D | +0.9% | +1.0% | -0.1% | +0.2% |
| 3M | +24.8% | +2.4% | +22.4% | +21.9% |
| 6M | -0.1% | +12.0% | -12.1% | -8.7% |
| YTD | -9.7% | +15.3% | -25.0% | -19.4% |
| 1Y | -24.5% | +22.6% | -47.1% | -35.6% |
| 3Y | -1.6% | +74.7% | -76.3% | -35.7% |
| 5Y | +25.6% | +66.1% | -40.6% | -14.9% |
| 10Y | +309.8% | +225.0% | +84.8% | +75.3% |
| All | +829.8% | +374.2% | +455.6% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling