-68.5%
VFC vs BRO
+294.2%
-362.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | -1.4% | -7.3% | +5.9% | +2.7% |
| 30D | -9.0% | -6.9% | -2.1% | -5.5% |
| 3M | -24.2% | +10.7% | -34.8% | -29.1% |
| 6M | -18.5% | -2.7% | -15.8% | -18.6% |
| YTD | -25.9% | -16.3% | -9.5% | -19.8% |
| 1Y | -13.0% | -29.1% | +16.1% | +3.7% |
| 3Y | -20.3% | -7.8% | -12.5% | -21.4% |
| 5Y | -78.1% | +18.7% | -96.8% | -82.6% |
| All | -68.5% | +294.2% | -362.8% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling