-3.5%
BRO vs VYM
+17.8%
-21.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.6% |
| 7D | +9.9% | -3.0% | +13.0% | +10.8% |
| 30D | +22.3% | +0.9% | +21.4% | +22.0% |
| 3M | +5.3% | -2.7% | +8.0% | +5.8% |
| 6M | +30.3% | +3.4% | +26.9% | +29.5% |
| YTD | -5.7% | +13.3% | -19.0% | -8.9% |
| 1Y | -3.5% | +17.0% | -20.5% | -7.9% |
| All | -3.5% | +17.8% | -21.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling