+136.2%
VGT vs BROS
+41.2%
+95.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +1.8% | -0.9% | +2.8% | +1.9% |
| 30D | -0.3% | -13.5% | +13.1% | +1.9% |
| 3M | +3.4% | -18.4% | +21.8% | +5.8% |
| 6M | +35.0% | -10.6% | +45.6% | +35.5% |
| YTD | +28.8% | -25.1% | +53.8% | +32.7% |
| 1Y | +38.0% | -28.6% | +66.6% | +42.7% |
| 3Y | +125.8% | +65.6% | +60.2% | +95.9% |
| All | +136.2% | +41.2% | +95.0% | +112.5% |
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