+27.0%
BROS vs VCLT
-16.6%
+43.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -6.7% | -0.5% | -6.2% | -6.2% |
| 30D | -29.1% | -0.9% | -28.2% | -28.3% |
| 3M | -16.7% | -3.2% | -13.5% | -13.8% |
| 6M | -11.6% | -3.8% | -7.8% | -7.8% |
| YTD | -23.9% | -2.0% | -21.9% | -22.0% |
| 1Y | -34.8% | -0.8% | -34.0% | -33.9% |
| 3Y | +62.1% | +12.3% | +49.8% | +45.3% |
| All | +27.0% | -16.6% | +43.6% | +43.6% |
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