+41.1%
BROS vs VLTO
+54.8%
-13.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -21.2% | +5.4% | -26.6% | -22.9% |
| 30D | -11.6% | +22.3% | -33.9% | -19.1% |
| 3M | -36.7% | +19.6% | -56.3% | -41.5% |
| 6M | -42.8% | +35.2% | -78.0% | -50.5% |
| YTD | -44.8% | +17.9% | -62.7% | -48.9% |
| 1Y | -36.5% | +19.5% | -56.1% | -41.7% |
| 3Y | +27.0% | +73.9% | -47.0% | +5.2% |
| All | +41.1% | +54.8% | -13.8% | +17.4% |
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 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