-41.5%
BROS vs VMC
-4.3%
-37.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -2.8% |
| 7D | -2.5% | -1.7% | -0.8% | -1.4% |
| 30D | -11.2% | +15.3% | -26.5% | -16.6% |
| 3M | -33.9% | +0.3% | -34.2% | -33.4% |
| 6M | -33.5% | +0.9% | -34.4% | -33.8% |
| YTD | -44.9% | -1.0% | -43.9% | -47.4% |
| 1Y | -41.5% | -4.3% | -37.2% | -42.4% |
| All | -41.5% | -4.3% | -37.2% | -42.4% |
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