+25.1%
BROS vs VSH
+66.1%
-41.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -0.9% | +6.2% | -7.1% | -2.8% |
| 30D | -13.5% | -11.1% | -2.3% | -10.5% |
| 3M | -18.4% | -44.9% | +26.5% | -4.1% |
| 6M | -10.6% | +90.0% | -100.5% | -38.5% |
| YTD | -25.1% | +118.8% | -143.9% | -52.2% |
| 1Y | -28.6% | +109.0% | -137.6% | -53.9% |
| 3Y | +65.6% | +35.6% | +29.9% | +22.0% |
| All | +25.1% | +66.1% | -41.0% | -20.4% |
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 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