-7.9%
BROS vs VT
+59.0%
-67.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.7% |
| 7D | -21.2% | -2.3% | -18.9% | -16.9% |
| 30D | -11.6% | -5.0% | -6.6% | -2.6% |
| 3M | -36.7% | -4.9% | -31.8% | -30.5% |
| 6M | -42.8% | -1.5% | -41.3% | -41.3% |
| YTD | -44.8% | +8.5% | -53.3% | -51.8% |
| 1Y | -36.5% | +11.4% | -47.9% | -46.9% |
| 3Y | +27.0% | +70.1% | -43.1% | -48.3% |
| 5Y | -50.3% | +53.7% | -104.1% | -76.3% |
| All | -7.9% | +59.0% | -67.0% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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