-39.3%
VG vs BROS
-23.1%
-16.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.7% | -6.7% | +8.4% | +2.4% |
| 30D | +16.0% | -29.1% | +45.1% | +19.7% |
| 3M | +9.7% | -16.7% | +26.4% | +9.6% |
| 6M | +29.6% | -11.6% | +41.2% | +26.4% |
| YTD | +112.0% | -23.9% | +135.9% | +114.6% |
| 1Y | +12.8% | -34.8% | +47.6% | +18.7% |
| All | -39.3% | -23.1% | -16.2% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling