-4.6%
BROS vs VFC
-65.3%
+60.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -20.4% | -1.4% | -19.0% | -19.8% |
| 30D | -6.1% | +30.7% | -36.8% | -13.8% |
| 3M | -29.4% | +40.6% | -70.0% | -36.9% |
| 6M | -31.5% | +16.5% | -48.0% | -35.7% |
| YTD | -42.8% | +16.2% | -59.0% | -46.4% |
| 1Y | -37.5% | +42.4% | -79.9% | -45.3% |
| 3Y | +27.2% | +48.1% | -20.9% | -2.5% |
| 5Y | -47.0% | -67.8% | +20.9% | -22.0% |
| All | -4.6% | -65.3% | +60.7% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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