+63.0%
BROS vs VYM
+65.1%
-2.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | 0.0% |
| 7D | -5.8% | -0.8% | -5.0% | -4.5% |
| 30D | -14.0% | -2.2% | -11.7% | -10.8% |
| 3M | -32.5% | +3.1% | -35.6% | -35.7% |
| 6M | -14.9% | +9.7% | -24.6% | -26.3% |
| YTD | -28.3% | +14.9% | -43.2% | -42.0% |
| 1Y | -34.0% | +17.6% | -51.6% | -48.3% |
| 3Y | +63.0% | +65.3% | -2.4% | -23.0% |
| All | +63.0% | +65.1% | -2.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling