+19.7%
BROS vs VTEB
+1.1%
+18.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.2% |
| 7D | -5.8% | -0.9% | -4.8% | -3.6% |
| 30D | -14.0% | -2.5% | -11.4% | -8.5% |
| 3M | -32.5% | -3.0% | -29.5% | -27.4% |
| 6M | -14.9% | -2.1% | -12.8% | -10.1% |
| YTD | -28.3% | -1.5% | -26.8% | -25.2% |
| 1Y | -34.0% | +0.2% | -34.1% | -33.6% |
| 3Y | +63.0% | +8.6% | +54.4% | +30.5% |
| All | +19.7% | +1.1% | +18.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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