-8.1%
BROS vs VSH
+47.1%
-55.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -2.3% |
| 7D | -2.5% | +26.2% | -28.7% | -9.5% |
| 30D | -11.2% | -12.5% | +1.3% | -8.5% |
| 3M | -33.9% | -16.9% | -17.0% | -31.5% |
| 6M | -33.5% | -17.0% | -16.5% | -36.7% |
| YTD | -44.9% | +93.8% | -138.8% | -64.2% |
| 1Y | -41.5% | +99.3% | -140.8% | -62.5% |
| 3Y | +22.4% | +35.0% | -12.5% | -13.3% |
| 5Y | -45.7% | +45.8% | -91.5% | -65.3% |
| All | -8.1% | +47.1% | -55.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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