+51.8%
VG vs BRO
-3.8%
+55.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +4.2% | -11.9% | -7.5% |
| 7D | -16.4% | +12.2% | -28.5% | -16.2% |
| 30D | -10.8% | +21.3% | -32.1% | -11.3% |
| 3M | -6.3% | +4.1% | -10.4% | -5.7% |
| 6M | -12.5% | +28.9% | -41.4% | -16.7% |
| YTD | +76.9% | -6.6% | +83.5% | +86.7% |
| 1Y | +51.8% | -5.6% | +57.3% | +58.4% |
| All | +51.8% | -3.8% | +55.6% | +58.4% |
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 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