-2.1%
BROS vs VIG
+74.1%
-76.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +6.3% | +3.5% | +2.8% | +0.1% |
| 30D | -8.3% | +4.9% | -13.3% | -14.5% |
| 3M | -29.8% | +2.5% | -32.3% | -31.9% |
| 6M | -25.8% | +11.0% | -36.8% | -37.5% |
| YTD | -41.4% | +16.0% | -57.3% | -53.8% |
| 1Y | -35.2% | +17.5% | -52.7% | -50.1% |
| 3Y | +32.8% | +67.0% | -34.2% | -43.9% |
| 5Y | -42.2% | +64.8% | -106.9% | -75.2% |
| All | -2.1% | +74.1% | -76.2% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling