+163.3%
VEA vs BRO
+300.9%
-137.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.6% | -2.3% |
| 7D | -2.8% | -4.3% | +1.6% | -1.5% |
| 30D | -2.5% | -3.1% | +0.6% | -1.7% |
| 3M | +0.8% | +14.2% | -13.4% | -4.5% |
| 6M | +13.2% | +0.6% | +12.5% | +11.4% |
| YTD | +15.6% | -13.6% | +29.2% | +19.8% |
| 1Y | +23.4% | -26.2% | +49.6% | +35.3% |
| 3Y | +71.9% | -4.7% | +76.6% | +65.4% |
| 5Y | +58.4% | +26.2% | +32.2% | +29.5% |
| 10Y | +163.3% | +305.3% | -142.1% | +37.8% |
| All | +163.3% | +300.9% | -137.6% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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