+22.6%
BROS vs VFC
-78.4%
+101.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.3% |
| 7D | -6.6% | -2.3% | -4.2% | -5.8% |
| 30D | -12.3% | -13.4% | +1.0% | -8.0% |
| 3M | -22.2% | -23.7% | +1.5% | -15.7% |
| 6M | -14.3% | -24.5% | +10.2% | -7.0% |
| YTD | -26.6% | -27.8% | +1.3% | -19.4% |
| 1Y | -31.5% | -13.5% | -18.1% | -29.8% |
| 3Y | +62.3% | -27.1% | +89.4% | +58.6% |
| All | +22.6% | -78.4% | +101.0% | +118.7% |
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