+558.1%
VRT vs BRO
-7.6%
+565.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.5% |
| 7D | -8.4% | -7.3% | -1.0% | -10.1% |
| 30D | -10.9% | -6.9% | -4.0% | -12.3% |
| 3M | -13.7% | +10.7% | -24.3% | -12.0% |
| 6M | -4.1% | -2.7% | -1.4% | -1.7% |
| YTD | +58.7% | -16.3% | +75.1% | +64.6% |
| 1Y | +89.6% | -29.1% | +118.7% | +105.0% |
| 3Y | +558.1% | -7.8% | +566.0% | +509.9% |
| All | +558.1% | -7.6% | +565.8% | +509.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling