+740.7%
VFC vs BRO
+25,589.7%
-24,849.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.3% | -8.6% | +5.3% | -1.2% |
| 30D | -14.0% | -6.9% | -7.1% | -12.6% |
| 3M | -22.6% | +10.5% | -33.0% | -24.6% |
| 6M | -24.7% | -2.8% | -21.9% | -24.6% |
| YTD | -29.0% | -16.1% | -12.8% | -26.6% |
| 1Y | -13.8% | -27.6% | +13.8% | -7.8% |
| 3Y | -28.2% | -7.3% | -21.0% | -27.8% |
| 5Y | -79.0% | +19.0% | -98.0% | -80.1% |
| 10Y | -69.2% | +292.7% | -361.9% | -76.6% |
| All | +740.7% | +25,589.7% | -24,849.0% | +347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling