-50.2%
VG vs BROS
-40.6%
-9.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.6% | -4.3% | +1.7% |
| 7D | -8.3% | -17.9% | +9.6% | -6.8% |
| 30D | -10.3% | -5.4% | -5.0% | -10.2% |
| 3M | -10.8% | -32.1% | +21.3% | -7.7% |
| 6M | +3.5% | -31.7% | +35.2% | +4.3% |
| YTD | +74.0% | -41.2% | +115.1% | +79.8% |
| 1Y | +48.9% | -32.6% | +81.5% | +47.8% |
| All | -50.2% | -40.6% | -9.7% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling