+25.1%
BROS vs VO
+45.0%
-19.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.6% |
| 7D | -0.9% | +0.6% | -1.6% | -2.0% |
| 30D | -13.5% | -1.1% | -12.4% | -11.9% |
| 3M | -18.4% | +4.5% | -23.0% | -24.2% |
| 6M | -10.6% | +11.1% | -21.6% | -24.5% |
| YTD | -25.1% | +13.5% | -38.6% | -38.7% |
| 1Y | -28.6% | +14.5% | -43.1% | -42.2% |
| 3Y | +65.6% | +58.1% | +7.5% | -19.0% |
| All | +25.1% | +45.0% | -19.9% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling