-33.2%
BROS vs VMC
-13.8%
-19.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -6.1% | -3.7% | -2.4% | -4.2% |
| 30D | -12.4% | -12.8% | +0.4% | -6.2% |
| 3M | -27.9% | -7.9% | -20.0% | -25.2% |
| 6M | -16.8% | -7.5% | -9.3% | -13.8% |
| YTD | -29.0% | -11.6% | -17.4% | -28.0% |
| 1Y | -33.2% | -14.3% | -18.9% | -32.9% |
| All | -33.2% | -13.8% | -19.4% | -32.9% |
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