+59.7%
VIK vs BRO
-3.6%
+63.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.8% | +6.1% |
| 7D | +5.4% | +12.4% | -7.0% | +5.4% |
| 30D | +12.5% | +21.6% | -9.1% | +12.6% |
| 3M | -15.2% | +4.3% | -19.5% | -15.4% |
| 6M | +15.4% | +29.2% | -13.8% | +14.4% |
| YTD | +27.7% | -6.4% | +34.0% | +29.3% |
| 1Y | +59.7% | -5.3% | +65.0% | +61.1% |
| All | +59.7% | -3.6% | +63.3% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling