+18.4%
BROS vs VTEB
+0.8%
+17.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -1.7% |
| 7D | -6.1% | -1.2% | -4.8% | -3.2% |
| 30D | -12.4% | -2.9% | -9.5% | -6.0% |
| 3M | -27.9% | -3.2% | -24.8% | -22.1% |
| 6M | -16.8% | -2.6% | -14.2% | -11.0% |
| YTD | -29.0% | -1.8% | -27.2% | -25.4% |
| 1Y | -33.2% | +0.2% | -33.4% | -32.8% |
| 3Y | +56.8% | +8.2% | +48.6% | +26.4% |
| All | +18.4% | +0.8% | +17.7% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling