+24.7%
BROS vs VCLT
+14.9%
+9.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.4% |
| 7D | -2.5% | -1.9% | -0.6% | -0.5% |
| 30D | -11.2% | +1.4% | -12.7% | -12.6% |
| 3M | -33.9% | -1.8% | -32.2% | -32.7% |
| 6M | -33.5% | -3.9% | -29.6% | -30.5% |
| YTD | -44.9% | -3.9% | -41.0% | -42.4% |
| 1Y | -41.5% | -4.7% | -36.8% | -38.3% |
| All | +24.7% | +14.9% | +9.8% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling