+285.2%
BRO vs VTEB
+17.9%
+267.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -7.3% | -0.9% | -6.4% | -6.7% |
| 30D | -6.9% | -2.5% | -4.3% | -5.1% |
| 3M | +10.7% | -3.0% | +13.6% | +13.1% |
| 6M | -2.7% | -2.1% | -0.6% | -1.2% |
| YTD | -16.3% | -1.5% | -14.8% | -15.4% |
| 1Y | -29.1% | +0.2% | -29.2% | -29.2% |
| 3Y | -7.8% | +8.6% | -16.4% | -13.4% |
| 5Y | +18.7% | +1.2% | +17.5% | +17.0% |
| All | +285.2% | +17.9% | +267.3% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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