+2.6%
VMC vs BRO
-3.6%
+6.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.1% | +3.8% |
| 7D | +12.3% | +12.4% | -0.1% | +10.2% |
| 30D | +21.2% | +21.6% | -0.4% | +17.8% |
| 3M | +4.6% | +4.3% | +0.3% | +3.4% |
| 6M | +3.9% | +29.2% | -25.3% | +2.5% |
| YTD | +5.0% | -6.4% | +11.3% | +5.8% |
| 1Y | +2.6% | -5.3% | +7.9% | +3.5% |
| All | +2.6% | -3.6% | +6.2% | +3.5% |
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