+27.0%
BROS vs VFC
-77.5%
+104.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | 0.0% |
| 7D | -6.7% | -1.6% | -5.1% | -6.1% |
| 30D | -29.1% | -11.6% | -17.4% | -25.9% |
| 3M | -16.7% | -18.1% | +1.4% | -11.8% |
| 6M | -11.6% | -27.4% | +15.7% | -2.9% |
| YTD | -23.9% | -24.8% | +0.9% | -17.7% |
| 1Y | -34.8% | -8.2% | -26.6% | -34.5% |
| 3Y | +62.1% | -29.1% | +91.2% | +61.6% |
| All | +27.0% | -77.5% | +104.5% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling