+27.0%
BROS vs VSH
+67.8%
-40.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -0.6% |
| 7D | -6.7% | +4.1% | -10.7% | -7.8% |
| 30D | -29.1% | -4.2% | -24.9% | -28.4% |
| 3M | -16.7% | -50.0% | +33.3% | +1.2% |
| 6M | -11.6% | +80.2% | -91.8% | -37.8% |
| YTD | -23.9% | +121.1% | -145.0% | -51.6% |
| 1Y | -34.8% | +112.0% | -146.8% | -58.1% |
| 3Y | +62.1% | +22.5% | +39.5% | +26.1% |
| All | +27.0% | +67.8% | -40.9% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling