+22.6%
BROS vs VTRS
+49.5%
-26.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -6.6% | -3.5% | -3.1% | -5.4% |
| 30D | -12.3% | +2.1% | -14.5% | -13.0% |
| 3M | -22.2% | +2.6% | -24.8% | -22.6% |
| 6M | -14.3% | +17.8% | -32.0% | -19.4% |
| YTD | -26.6% | +35.7% | -62.2% | -34.9% |
| 1Y | -31.5% | +63.5% | -95.0% | -43.6% |
| 3Y | +62.3% | +85.1% | -22.9% | +23.2% |
| All | +22.6% | +49.5% | -26.9% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling