+169.7%
VEA vs BRO
+519.9%
-350.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.5% | -7.3% | +5.9% | +1.8% |
| 30D | -0.8% | -6.9% | +6.0% | +2.0% |
| 3M | +2.5% | +10.7% | -8.2% | -3.3% |
| 6M | +11.1% | -2.7% | +13.8% | +10.2% |
| YTD | +17.2% | -16.3% | +33.5% | +23.6% |
| 1Y | +24.5% | -29.1% | +53.6% | +41.1% |
| 3Y | +75.4% | -7.8% | +83.3% | +70.3% |
| 5Y | +61.1% | +18.7% | +42.4% | +32.8% |
| 10Y | +163.1% | +291.9% | -128.8% | +11.1% |
| All | +169.7% | +519.9% | -350.2% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling