+19.4%
BRO vs VYM
+77.5%
-58.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | -7.3% | -0.8% | -6.5% | -6.7% |
| 30D | -6.9% | -2.2% | -4.6% | -5.0% |
| 3M | +10.7% | +3.1% | +7.6% | +7.9% |
| 6M | -2.7% | +9.7% | -12.4% | -10.3% |
| YTD | -16.3% | +14.9% | -31.2% | -26.1% |
| 1Y | -29.1% | +17.6% | -46.7% | -38.8% |
| 3Y | -7.8% | +65.3% | -73.1% | -43.8% |
| All | +19.4% | +77.5% | -58.1% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling