+27.0%
BROS vs VMC
+55.5%
-28.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -6.7% | -4.3% | -2.3% | -3.9% |
| 30D | -29.1% | -8.2% | -20.8% | -24.9% |
| 3M | -16.7% | -7.0% | -9.7% | -13.3% |
| 6M | -11.6% | -10.8% | -0.9% | -5.5% |
| YTD | -23.9% | -7.4% | -16.5% | -21.6% |
| 1Y | -34.8% | -9.5% | -25.3% | -32.0% |
| 3Y | +62.1% | +20.5% | +41.6% | +34.7% |
| All | +27.0% | +55.5% | -28.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling