+27.0%
BROS vs VO
+45.8%
-18.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +1.1% |
| 7D | -6.7% | -0.3% | -6.4% | -6.3% |
| 30D | -29.1% | -0.3% | -28.7% | -28.5% |
| 3M | -16.7% | +2.9% | -19.6% | -20.7% |
| 6M | -11.6% | +9.3% | -21.0% | -23.4% |
| YTD | -23.9% | +14.2% | -38.1% | -38.4% |
| 1Y | -34.8% | +15.3% | -50.0% | -47.8% |
| 3Y | +62.1% | +56.2% | +5.8% | -19.1% |
| All | +27.0% | +45.8% | -18.8% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling