-8.2%
VFC vs BRO
-24.4%
+16.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.7% |
| 7D | -1.6% | -2.6% | +1.0% | -1.0% |
| 30D | -11.6% | +0.9% | -12.5% | -11.8% |
| 3M | -18.1% | +24.8% | -42.9% | -22.9% |
| 6M | -27.4% | -0.1% | -27.3% | -26.9% |
| YTD | -24.8% | -9.7% | -15.1% | -20.9% |
| 1Y | -8.2% | -24.5% | +16.3% | +5.3% |
| All | -8.2% | -24.4% | +16.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling