-34.8%
BROS vs VMC
-8.5%
-26.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -6.7% | -4.3% | -2.3% | -4.6% |
| 30D | -29.1% | -8.2% | -20.8% | -26.0% |
| 3M | -16.7% | -7.0% | -9.7% | -14.3% |
| 6M | -11.6% | -10.8% | -0.9% | -8.6% |
| YTD | -23.9% | -7.4% | -16.5% | -24.1% |
| 1Y | -34.8% | -9.5% | -25.3% | -35.4% |
| All | -34.8% | -8.5% | -26.3% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling