-8.1%
BROS vs VIG
+74.1%
-82.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.5% | +3.1% | -5.6% | -7.5% |
| 30D | -11.2% | +5.0% | -16.3% | -17.4% |
| 3M | -33.9% | +2.7% | -36.6% | -36.1% |
| 6M | -33.5% | +11.0% | -44.4% | -43.9% |
| YTD | -44.9% | +16.0% | -60.9% | -56.6% |
| 1Y | -41.5% | +16.3% | -57.8% | -54.1% |
| 3Y | +22.4% | +66.8% | -44.4% | -48.2% |
| 5Y | -45.7% | +64.8% | -110.5% | -76.7% |
| All | -8.1% | +74.1% | -82.2% | -61.0% |
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