+3,102.6%
VMC vs BRO
+25,535.5%
-22,432.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.8% | -7.3% | +3.6% | -1.9% |
| 30D | -9.7% | -6.9% | -2.8% | -8.1% |
| 3M | -9.6% | +10.7% | -20.3% | -12.1% |
| 6M | -4.8% | -2.7% | -2.1% | -4.8% |
| YTD | -10.9% | -16.3% | +5.4% | -7.6% |
| 1Y | -15.6% | -29.1% | +13.5% | -8.9% |
| 3Y | +19.3% | -7.8% | +27.2% | +19.7% |
| 5Y | +48.0% | +18.7% | +29.3% | +38.9% |
| 10Y | +155.4% | +291.9% | -136.5% | +83.1% |
| All | +3,102.6% | +25,535.5% | -22,432.8% | +1,797.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling