+68.5%
VG vs BROS
-37.3%
+105.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | 0.0% |
| 7D | +14.0% | +6.3% | +7.7% | +15.0% |
| 30D | -1.0% | -8.3% | +7.4% | -1.1% |
| 3M | -2.7% | -29.8% | +27.1% | -7.7% |
| 6M | +1.5% | -25.8% | +27.3% | -3.4% |
| YTD | +93.7% | -41.4% | +135.1% | +88.1% |
| 1Y | +68.5% | -35.2% | +103.7% | +63.1% |
| All | +68.5% | -37.3% | +105.8% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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