+22.6%
BROS vs VNQ
+7.5%
+15.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -0.9% |
| 7D | -6.6% | -0.9% | -5.7% | -5.7% |
| 30D | -12.3% | -2.2% | -10.1% | -10.1% |
| 3M | -22.2% | -1.9% | -20.3% | -20.4% |
| 6M | -14.3% | +3.2% | -17.5% | -17.3% |
| YTD | -26.6% | +9.4% | -36.0% | -33.5% |
| 1Y | -31.5% | +7.5% | -39.0% | -36.7% |
| 3Y | +62.3% | +31.1% | +31.2% | +17.8% |
| All | +22.6% | +7.5% | +15.1% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling