-2.1%
BROS vs VCLT
-18.5%
+16.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.9% |
| 7D | +6.3% | -2.3% | +8.6% | +8.8% |
| 30D | -8.3% | +0.8% | -9.1% | -9.1% |
| 3M | -29.8% | -2.7% | -27.1% | -27.9% |
| 6M | -25.8% | -4.3% | -21.5% | -22.4% |
| YTD | -41.4% | -4.3% | -37.0% | -38.5% |
| 1Y | -35.2% | -4.4% | -30.8% | -32.0% |
| 3Y | +32.8% | +13.8% | +19.0% | +17.5% |
| 5Y | -42.2% | -17.0% | -25.2% | -36.0% |
| All | -2.1% | -18.5% | +16.4% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling