+19.7%
BROS vs VTRS
+49.6%
-29.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -5.8% | -2.2% | -3.6% | -5.0% |
| 30D | -14.0% | +3.3% | -17.3% | -14.9% |
| 3M | -32.5% | +2.0% | -34.5% | -32.7% |
| 6M | -14.9% | +19.9% | -34.8% | -20.5% |
| YTD | -28.3% | +35.7% | -64.0% | -36.5% |
| 1Y | -34.0% | +68.1% | -102.1% | -46.2% |
| 3Y | +63.0% | +87.1% | -24.1% | +23.3% |
| All | +19.7% | +49.6% | -29.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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