+61.8%
VNQ vs BRO
+294.2%
-232.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.3% | -7.3% | +6.1% | +2.1% |
| 30D | -2.6% | -6.9% | +4.3% | +0.4% |
| 3M | -2.0% | +10.7% | -12.7% | -7.2% |
| 6M | +4.3% | -2.7% | +7.0% | +4.2% |
| YTD | +9.2% | -16.3% | +25.6% | +16.6% |
| 1Y | +5.6% | -29.1% | +34.7% | +21.9% |
| 3Y | +30.8% | -7.8% | +38.7% | +27.8% |
| 5Y | +8.0% | +18.7% | -10.8% | -12.0% |
| All | +61.8% | +294.2% | -232.5% | -13.8% |
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