+13.8%
VRT vs BRO
-3.6%
+17.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.5% | -17.3% | -8.7% |
| 7D | -15.4% | +12.4% | -27.8% | -4.9% |
| 30D | -19.0% | +21.6% | -40.5% | -1.4% |
| 3M | -23.8% | +4.3% | -28.2% | -18.6% |
| 6M | -37.9% | +29.2% | -67.1% | -17.3% |
| YTD | +27.0% | -6.4% | +33.3% | +33.2% |
| 1Y | +13.8% | -5.3% | +19.1% | +22.1% |
| All | +13.8% | -3.6% | +17.4% | +22.1% |
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