+55.6%
VFC vs BRO
-3.6%
+59.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.5% | 0.0% | +3.5% |
| 7D | +21.5% | +12.4% | +9.0% | +18.7% |
| 30D | +46.7% | +21.6% | +25.1% | +41.6% |
| 3M | +38.4% | +4.3% | +34.1% | +36.9% |
| 6M | +15.2% | +29.2% | -14.0% | +9.6% |
| YTD | +17.8% | -6.4% | +24.2% | +20.3% |
| 1Y | +55.6% | -5.3% | +60.9% | +57.7% |
| All | +55.6% | -3.6% | +59.2% | +57.7% |
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 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