+19.7%
BROS vs VEU
+56.1%
-36.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | -0.3% |
| 7D | -5.8% | -1.4% | -4.3% | -3.9% |
| 30D | -14.0% | -0.4% | -13.5% | -13.4% |
| 3M | -32.5% | +2.5% | -35.0% | -35.2% |
| 6M | -14.9% | +11.1% | -26.1% | -27.0% |
| YTD | -28.3% | +16.5% | -44.8% | -42.7% |
| 1Y | -34.0% | +22.9% | -56.9% | -51.1% |
| 3Y | +63.0% | +73.4% | -10.5% | -27.0% |
| All | +19.7% | +56.1% | -36.4% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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