+145.7%
VMC vs BRO
+294.2%
-148.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.8% | -7.3% | +3.6% | -0.4% |
| 30D | -9.7% | -6.9% | -2.8% | -6.9% |
| 3M | -9.6% | +10.7% | -20.3% | -14.2% |
| 6M | -4.8% | -2.7% | -2.1% | -4.8% |
| YTD | -10.9% | -16.3% | +5.4% | -4.6% |
| 1Y | -15.6% | -29.1% | +13.5% | -2.2% |
| 3Y | +19.3% | -7.8% | +27.2% | +17.1% |
| 5Y | +48.0% | +18.7% | +29.3% | +23.4% |
| All | +145.7% | +294.2% | -148.5% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling