+18.4%
BROS vs VCLT
-17.7%
+36.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.2% |
| 7D | -6.1% | -1.3% | -4.8% | -4.8% |
| 30D | -12.4% | -1.1% | -11.2% | -11.3% |
| 3M | -27.9% | -3.7% | -24.3% | -25.0% |
| 6M | -16.8% | -4.0% | -12.8% | -12.9% |
| YTD | -29.0% | -3.4% | -25.7% | -26.2% |
| 1Y | -33.2% | -4.1% | -29.1% | -29.9% |
| 3Y | +56.8% | +11.0% | +45.8% | +42.3% |
| All | +18.4% | -17.7% | +36.2% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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