+18.4%
BROS vs VEU
+54.5%
-36.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -1.7% |
| 7D | -6.1% | -1.9% | -4.1% | -3.5% |
| 30D | -12.4% | -0.7% | -11.6% | -11.4% |
| 3M | -27.9% | +4.9% | -32.8% | -32.8% |
| 6M | -16.8% | +9.8% | -26.6% | -27.5% |
| YTD | -29.0% | +15.3% | -44.4% | -42.5% |
| 1Y | -33.2% | +23.0% | -56.2% | -50.6% |
| 3Y | +56.8% | +73.5% | -16.7% | -30.0% |
| All | +18.4% | +54.5% | -36.1% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling