-43.4%
BROS vs VSH
+46.3%
-89.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.5% |
| 7D | -19.0% | -1.6% | -17.4% | -18.3% |
| 30D | -7.3% | -21.3% | +14.0% | -0.9% |
| 3M | -31.2% | -18.9% | -12.3% | -27.9% |
| 6M | -33.0% | -21.4% | -11.6% | -35.2% |
| YTD | -42.4% | +86.8% | -129.2% | -62.8% |
| 1Y | -37.7% | +85.8% | -123.5% | -59.8% |
| 3Y | +28.2% | +30.1% | -1.9% | -9.3% |
| 5Y | -43.4% | +42.8% | -86.2% | -64.9% |
| All | -43.4% | +46.3% | -89.7% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling