-34.0%
BROS vs VNQ
+7.2%
-41.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.2% |
| 7D | -5.8% | -1.3% | -4.5% | -4.3% |
| 30D | -14.0% | -2.6% | -11.4% | -11.2% |
| 3M | -32.5% | -2.0% | -30.5% | -30.6% |
| 6M | -14.9% | +4.3% | -19.2% | -20.0% |
| YTD | -28.3% | +9.2% | -37.5% | -36.6% |
| 1Y | -34.0% | +5.6% | -39.6% | -43.1% |
| All | -34.0% | +7.2% | -41.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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