+18.4%
BROS vs VIG
+63.7%
-45.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.6% |
| 7D | -6.1% | -2.2% | -3.8% | -2.3% |
| 30D | -12.4% | -3.2% | -9.1% | -7.2% |
| 3M | -27.9% | +3.0% | -31.0% | -31.6% |
| 6M | -16.8% | +8.1% | -24.9% | -27.2% |
| YTD | -29.0% | +9.1% | -38.1% | -38.6% |
| 1Y | -33.2% | +12.6% | -45.8% | -45.1% |
| 3Y | +56.8% | +55.4% | +1.4% | -25.7% |
| All | +18.4% | +63.7% | -45.3% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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