+39.7%
VGT vs BROS
-35.3%
+75.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +1.0% | -6.7% | +7.7% | +1.8% |
| 30D | +1.3% | -29.1% | +30.4% | +5.3% |
| 3M | -1.1% | -16.7% | +15.6% | -0.3% |
| 6M | +32.6% | -11.6% | +44.2% | +31.5% |
| YTD | +29.0% | -23.9% | +52.9% | +29.5% |
| 1Y | +39.7% | -34.8% | +74.5% | +37.7% |
| All | +39.7% | -35.3% | +75.0% | +37.7% |
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