+94.6%
BROS vs VLTO
+27.2%
+67.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.5% |
| 7D | -6.7% | -2.3% | -4.4% | -5.7% |
| 30D | -29.1% | -0.9% | -28.2% | -28.8% |
| 3M | -16.7% | +13.8% | -30.5% | -22.0% |
| 6M | -11.6% | +2.0% | -13.6% | -12.8% |
| YTD | -23.9% | -3.2% | -20.7% | -23.1% |
| 1Y | -34.8% | -9.2% | -25.6% | -32.0% |
| All | +94.6% | +27.2% | +67.4% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling