-1.8%
BROS vs VFC
-64.9%
+63.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +5.8% |
| 7D | -17.9% | +7.7% | -25.6% | -19.7% |
| 30D | -5.4% | +39.2% | -44.6% | -15.0% |
| 3M | -32.1% | +40.3% | -72.3% | -39.3% |
| 6M | -31.7% | +11.4% | -43.1% | -34.8% |
| YTD | -41.2% | +17.5% | -58.7% | -45.1% |
| 1Y | -32.6% | +45.9% | -78.5% | -41.5% |
| 3Y | +32.7% | +47.3% | -14.6% | +2.1% |
| 5Y | -44.2% | -67.2% | +23.0% | -17.9% |
| All | -1.8% | -64.9% | +63.0% | +49.0% |
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