-35.7%
VG vs BRO
-35.6%
-0.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +4.0% |
| 7D | +3.8% | -7.6% | +11.5% | +4.5% |
| 30D | +7.2% | -6.9% | +14.1% | +7.9% |
| 3M | +22.8% | +12.8% | +10.0% | +19.4% |
| 6M | +33.2% | -5.9% | +39.1% | +33.1% |
| YTD | +124.8% | -15.9% | +140.7% | +128.7% |
| 1Y | +15.8% | -28.1% | +44.0% | +19.3% |
| All | -35.7% | -35.6% | -0.1% | -9.6% |
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