+22.6%
BROS vs VO
+43.8%
-21.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -0.7% |
| 7D | -6.6% | -0.6% | -6.0% | -5.8% |
| 30D | -12.3% | -1.9% | -10.4% | -9.4% |
| 3M | -22.2% | +3.3% | -25.5% | -26.2% |
| 6M | -14.3% | +9.7% | -24.0% | -26.1% |
| YTD | -26.6% | +12.6% | -39.2% | -39.1% |
| 1Y | -31.5% | +13.6% | -45.2% | -43.9% |
| 3Y | +62.3% | +56.8% | +5.4% | -19.5% |
| All | +22.6% | +43.8% | -21.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling