+25.1%
BROS vs VSXY
+31.5%
-6.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -2.4% |
| 7D | -0.9% | -6.8% | +5.8% | +0.6% |
| 30D | -13.5% | -20.4% | +6.9% | -8.8% |
| 3M | -18.4% | +2.9% | -21.3% | -19.8% |
| 6M | -10.6% | +67.9% | -78.5% | -25.2% |
| YTD | -25.1% | +44.9% | -69.9% | -35.2% |
| 1Y | -28.6% | +205.9% | -234.6% | -50.7% |
| 3Y | +65.6% | +373.9% | -308.3% | -12.3% |
| All | +25.1% | +31.5% | -6.4% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VSXY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling