-37.5%
BROS vs VFC
+43.0%
-80.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -20.4% | -1.4% | -19.0% | -19.7% |
| 30D | -6.1% | +30.7% | -36.8% | -15.2% |
| 3M | -29.4% | +40.6% | -70.0% | -38.2% |
| 6M | -31.5% | +16.5% | -48.0% | -36.6% |
| YTD | -42.8% | +16.2% | -59.0% | -48.1% |
| 1Y | -37.5% | +42.4% | -79.9% | -51.2% |
| All | -37.5% | +43.0% | -80.5% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling