+50.0%
BROS vs VLTO
+56.4%
-6.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.8% | +6.2% |
| 7D | +6.3% | +1.0% | +5.3% | +5.9% |
| 30D | -8.3% | +17.5% | -25.8% | -14.6% |
| 3M | -29.8% | +21.4% | -51.2% | -35.5% |
| 6M | -25.8% | +38.1% | -64.0% | -36.3% |
| YTD | -41.4% | +19.0% | -60.4% | -45.9% |
| 1Y | -35.2% | +20.7% | -55.8% | -40.6% |
| 3Y | +32.8% | +64.3% | -31.5% | +11.6% |
| All | +50.0% | +56.4% | -6.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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