+838.3%
BRO vs VT
+355.4%
+482.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.6% |
| 7D | +1.6% | -0.1% | +1.8% | +1.6% |
| 30D | +14.6% | -3.1% | +17.7% | +16.7% |
| 3M | +0.9% | -3.5% | +4.4% | +2.9% |
| 6M | +28.3% | +0.5% | +27.9% | +26.4% |
| YTD | -8.9% | +10.8% | -19.7% | -16.8% |
| 1Y | -7.5% | +11.9% | -19.4% | -16.2% |
| 3Y | +0.9% | +73.0% | -72.0% | -34.0% |
| 5Y | +18.0% | +58.6% | -40.6% | -17.8% |
| 10Y | +310.2% | +219.2% | +91.0% | +77.1% |
| All | +838.3% | +355.4% | +482.8% | +214.5% |
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