+25.1%
BROS vs VFC
-77.9%
+103.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -0.9% | +0.8% | -1.8% | -1.2% |
| 30D | -13.5% | -11.9% | -1.5% | -9.7% |
| 3M | -18.4% | -20.2% | +1.7% | -12.9% |
| 6M | -10.6% | -23.0% | +12.4% | -3.6% |
| YTD | -25.1% | -26.2% | +1.2% | -18.4% |
| 1Y | -28.6% | -13.3% | -15.3% | -26.9% |
| 3Y | +65.6% | -25.5% | +91.0% | +60.6% |
| All | +25.1% | -77.9% | +103.0% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling