-34.8%
VG vs BRO
-35.7%
+1.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +7.0% | -8.6% | +15.6% | +7.9% |
| 30D | +17.2% | -6.9% | +24.2% | +17.9% |
| 3M | +16.8% | +10.5% | +6.3% | +14.0% |
| 6M | +36.3% | -2.8% | +39.1% | +35.3% |
| YTD | +127.9% | -16.1% | +144.0% | +131.9% |
| 1Y | +11.7% | -27.6% | +39.3% | +14.9% |
| All | -34.8% | -35.7% | +1.0% | -8.3% |
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