+133.4%
VGT vs BROS
+33.7%
+99.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.3% | -0.5% |
| 7D | -1.0% | -6.1% | +5.0% | 0.0% |
| 30D | -0.4% | -12.4% | +11.9% | +1.5% |
| 3M | +6.6% | -27.9% | +34.6% | +11.4% |
| 6M | +31.0% | -16.8% | +47.8% | +33.1% |
| YTD | +27.2% | -29.0% | +56.3% | +32.3% |
| 1Y | +34.5% | -33.2% | +67.7% | +40.5% |
| 3Y | +123.1% | +56.8% | +66.4% | +95.3% |
| All | +133.4% | +33.7% | +99.7% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling