+27.0%
BROS vs VIG
+66.7%
-39.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.5% |
| 7D | -6.7% | -0.4% | -6.2% | -6.0% |
| 30D | -29.1% | -1.0% | -28.1% | -27.8% |
| 3M | -16.7% | +2.8% | -19.5% | -20.7% |
| 6M | -11.6% | +8.2% | -19.8% | -22.8% |
| YTD | -23.9% | +11.0% | -34.9% | -36.2% |
| 1Y | -34.8% | +16.1% | -50.9% | -49.2% |
| 3Y | +62.1% | +56.2% | +5.9% | -23.8% |
| All | +27.0% | +66.7% | -39.7% | -42.7% |
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