+19.7%
BROS vs VMC
+49.7%
-30.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -5.8% | -3.8% | -2.0% | -3.4% |
| 30D | -14.0% | -9.7% | -4.3% | -8.1% |
| 3M | -32.5% | -9.6% | -22.9% | -28.4% |
| 6M | -14.9% | -4.8% | -10.1% | -12.6% |
| YTD | -28.3% | -10.9% | -17.4% | -24.3% |
| 1Y | -34.0% | -15.6% | -18.4% | -27.9% |
| 3Y | +63.0% | +19.3% | +43.6% | +35.8% |
| All | +19.7% | +49.7% | -30.0% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling