+22.6%
BROS vs VSH
+67.3%
-44.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -6.6% | +3.5% | -10.1% | -7.6% |
| 30D | -12.3% | -4.4% | -8.0% | -11.4% |
| 3M | -22.2% | -45.8% | +23.6% | -8.0% |
| 6M | -14.3% | +90.1% | -104.4% | -41.0% |
| YTD | -26.6% | +120.3% | -146.9% | -53.3% |
| 1Y | -31.5% | +112.2% | -143.7% | -56.0% |
| 3Y | +62.3% | +36.6% | +25.7% | +19.3% |
| All | +22.6% | +67.3% | -44.7% | -22.2% |
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