+59.9%
VEA vs BROS
+35.1%
+24.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -1.5% | -5.8% | +4.3% | -0.9% |
| 30D | -0.8% | -14.0% | +13.1% | +0.4% |
| 3M | +2.5% | -32.5% | +35.0% | +5.7% |
| 6M | +11.1% | -14.9% | +26.0% | +12.0% |
| YTD | +17.2% | -28.3% | +45.5% | +19.6% |
| 1Y | +24.5% | -34.0% | +58.5% | +27.7% |
| 3Y | +75.4% | +63.0% | +12.5% | +62.1% |
| All | +59.9% | +35.1% | +24.9% | +50.6% |
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