+58.2%
VEA vs BROS
+33.7%
+24.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.1% | -0.9% |
| 7D | -2.1% | -6.1% | +4.0% | -1.5% |
| 30D | -1.1% | -12.4% | +11.3% | 0.0% |
| 3M | +5.1% | -27.9% | +33.0% | +7.7% |
| 6M | +9.8% | -16.8% | +26.6% | +10.8% |
| YTD | +15.9% | -29.0% | +45.0% | +18.4% |
| 1Y | +24.6% | -33.2% | +57.8% | +27.6% |
| 3Y | +75.5% | +56.8% | +18.8% | +62.8% |
| All | +58.2% | +33.7% | +24.6% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling