+2.4%
VCIT vs BROS
+10.8%
-8.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.6% | -6.6% | -0.1% |
| 7D | +0.7% | -17.9% | +18.6% | +1.0% |
| 30D | +1.8% | -5.4% | +7.2% | +1.8% |
| 3M | -1.6% | -32.1% | +30.5% | -0.9% |
| 6M | -2.1% | -31.7% | +29.6% | -1.6% |
| YTD | -1.6% | -41.2% | +39.6% | -0.9% |
| 1Y | -0.8% | -32.6% | +31.8% | -0.4% |
| 3Y | +19.9% | +32.7% | -12.7% | +17.9% |
| 5Y | +3.3% | -44.2% | +47.6% | +1.9% |
| All | +2.4% | +10.8% | -8.4% | +0.6% |
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