+136.2%
VGT vs BROS
+35.1%
+101.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -0.2% | -5.8% | +5.6% | +0.8% |
| 30D | -0.4% | -14.0% | +13.5% | +1.9% |
| 3M | +4.4% | -32.5% | +36.9% | +10.4% |
| 6M | +32.1% | -14.9% | +47.0% | +33.6% |
| YTD | +28.8% | -28.3% | +57.1% | +33.6% |
| 1Y | +35.3% | -34.0% | +69.3% | +41.7% |
| 3Y | +124.8% | +63.0% | +61.8% | +95.5% |
| All | +136.2% | +35.1% | +101.1% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling