-0.8%
VCIT vs BROS
-34.1%
+33.3%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.6% | -6.6% | -0.1% |
| 7D | +0.7% | -17.9% | +18.6% | +1.1% |
| 30D | +1.8% | -5.4% | +7.2% | +1.7% |
| 3M | -1.6% | -32.1% | +30.5% | -0.7% |
| 6M | -2.1% | -31.7% | +29.6% | -1.5% |
| YTD | -1.6% | -41.2% | +39.6% | -0.8% |
| All | -0.8% | -34.1% | +33.3% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling