-20.3%
VFC vs BRO
-7.6%
-12.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | -1.4% | -7.3% | +5.9% | +0.9% |
| 30D | -9.0% | -6.9% | -2.1% | -7.0% |
| 3M | -24.2% | +10.7% | -34.8% | -27.0% |
| 6M | -18.5% | -2.7% | -15.8% | -18.2% |
| YTD | -25.9% | -16.3% | -9.5% | -21.6% |
| 1Y | -13.0% | -29.1% | +16.1% | -1.8% |
| 3Y | -20.3% | -7.8% | -12.5% | -12.2% |
| All | -20.3% | -7.6% | -12.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling