+2,486.9%
VRT vs BRO
+145.0%
+2,341.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -8.4% | -7.3% | -1.0% | -6.0% |
| 30D | -10.9% | -6.9% | -4.0% | -9.0% |
| 3M | -13.7% | +10.7% | -24.3% | -19.1% |
| 6M | -4.1% | -2.7% | -1.4% | -5.9% |
| YTD | +58.7% | -16.3% | +75.1% | +65.4% |
| 1Y | +89.6% | -29.1% | +118.7% | +114.0% |
| 3Y | +558.1% | -7.8% | +566.0% | +509.9% |
| 5Y | +953.0% | +18.7% | +934.2% | +744.4% |
| All | +2,486.9% | +145.0% | +2,341.8% | +1,662.8% |
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