+22.6%
BROS vs VIG
+64.5%
-41.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.1% |
| 7D | -6.6% | -1.2% | -5.4% | -4.7% |
| 30D | -12.3% | -2.8% | -9.5% | -7.8% |
| 3M | -22.2% | +2.5% | -24.7% | -25.6% |
| 6M | -14.3% | +8.1% | -22.4% | -25.0% |
| YTD | -26.6% | +9.6% | -36.1% | -37.0% |
| 1Y | -31.5% | +14.2% | -45.7% | -45.0% |
| 3Y | +62.3% | +56.1% | +6.1% | -23.8% |
| All | +22.6% | +64.5% | -41.9% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling