+96.3%
V vs BROS
+8.6%
+87.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.4% |
| 7D | +0.6% | -19.0% | +19.6% | +2.6% |
| 30D | +9.7% | -7.3% | +17.0% | +10.3% |
| 3M | +17.3% | -31.2% | +48.5% | +21.4% |
| 6M | +33.2% | -33.0% | +66.3% | +37.4% |
| YTD | +21.3% | -42.4% | +63.7% | +26.5% |
| 1Y | +27.3% | -37.7% | +65.1% | +31.5% |
| 3Y | +76.1% | +28.2% | +47.9% | +62.3% |
| 5Y | +103.5% | -43.4% | +146.8% | +94.6% |
| All | +96.3% | +8.6% | +87.7% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling