-2.1%
BROS vs VEU
+48.6%
-50.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.6% |
| 7D | +6.3% | +2.1% | +4.2% | +3.5% |
| 30D | -8.3% | -0.9% | -7.4% | -6.1% |
| 3M | -29.8% | -5.4% | -24.4% | -23.8% |
| 6M | -25.8% | -1.8% | -24.0% | -24.3% |
| YTD | -41.4% | +10.9% | -52.3% | -49.6% |
| 1Y | -35.2% | +13.6% | -48.7% | -46.1% |
| 3Y | +32.8% | +69.3% | -36.5% | -38.4% |
| 5Y | -42.2% | +48.1% | -90.3% | -70.2% |
| All | -2.1% | +48.6% | -50.7% | -49.9% |
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