+977.6%
VRT vs BRO
+17.6%
+959.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -8.4% | -7.3% | -1.0% | -6.7% |
| 30D | -10.9% | -6.9% | -4.0% | -9.5% |
| 3M | -13.7% | +10.7% | -24.3% | -18.4% |
| 6M | -4.1% | -2.7% | -1.4% | -5.0% |
| YTD | +58.7% | -16.3% | +75.1% | +67.2% |
| 1Y | +89.6% | -29.1% | +118.7% | +118.3% |
| 3Y | +558.1% | -7.8% | +566.0% | +482.0% |
| All | +977.6% | +17.6% | +959.9% | +715.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling