-78.3%
VFC vs BRO
+17.6%
-96.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | -1.4% | -7.3% | +5.9% | +1.4% |
| 30D | -9.0% | -6.9% | -2.1% | -6.6% |
| 3M | -24.2% | +10.7% | -34.8% | -27.5% |
| 6M | -18.5% | -2.7% | -15.8% | -18.4% |
| YTD | -25.9% | -16.3% | -9.5% | -21.3% |
| 1Y | -13.0% | -29.1% | +16.1% | -1.0% |
| 3Y | -20.3% | -7.8% | -12.5% | -19.1% |
| All | -78.3% | +17.6% | -96.0% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling