+386.3%
VNQ vs BRO
+648.7%
-262.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | -1.3% | -7.3% | +6.1% | +3.3% |
| 30D | -2.6% | -6.9% | +4.3% | +1.4% |
| 3M | -2.0% | +10.7% | -12.7% | -9.0% |
| 6M | +4.3% | -2.7% | +7.0% | +3.8% |
| YTD | +9.2% | -16.3% | +25.6% | +18.4% |
| 1Y | +5.6% | -29.1% | +34.7% | +26.3% |
| 3Y | +30.8% | -7.8% | +38.7% | +27.2% |
| 5Y | +8.0% | +18.7% | -10.8% | -15.5% |
| 10Y | +63.7% | +291.9% | -228.2% | -47.5% |
| All | +386.3% | +648.7% | -262.5% | -9.7% |
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