-20.3%
BROS vs VMC
+3.7%
-24.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -1.4% |
| 7D | +2.5% | +12.3% | -9.9% | -3.5% |
| 30D | +15.1% | +21.2% | -6.2% | +4.1% |
| 3M | -31.4% | +4.6% | -36.0% | -33.1% |
| 6M | -22.6% | +3.9% | -26.5% | -24.8% |
| YTD | -28.1% | +5.0% | -33.1% | -34.0% |
| 1Y | -20.3% | +2.6% | -22.9% | -25.9% |
| All | -20.3% | +3.7% | -24.0% | -25.9% |
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