+2,263.5%
VGT vs BRO
+877.6%
+1,385.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.2% | -7.3% | +7.2% | +3.2% |
| 30D | -0.4% | -6.9% | +6.4% | +2.4% |
| 3M | +4.4% | +10.7% | -6.2% | -2.1% |
| 6M | +32.1% | -2.7% | +34.8% | +30.3% |
| YTD | +28.8% | -16.3% | +45.1% | +35.4% |
| 1Y | +35.3% | -29.1% | +64.4% | +53.1% |
| 3Y | +124.8% | -7.8% | +132.6% | +116.5% |
| 5Y | +137.9% | +18.7% | +119.2% | +98.1% |
| 10Y | +814.2% | +291.9% | +522.4% | +327.3% |
| All | +2,263.5% | +877.6% | +1,385.9% | +595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling