+2,397.0%
VRT vs BRO
+145.5%
+2,251.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | -7.7% | -8.6% | +0.9% | -4.9% |
| 30D | -12.0% | -6.9% | -5.0% | -10.1% |
| 3M | -11.7% | +10.5% | -22.1% | -17.1% |
| 6M | -8.1% | -2.8% | -5.3% | -9.7% |
| YTD | +53.2% | -16.1% | +69.4% | +59.6% |
| 1Y | +81.7% | -27.6% | +109.3% | +102.6% |
| 3Y | +535.3% | -7.3% | +542.6% | +486.9% |
| 5Y | +916.4% | +19.0% | +897.4% | +714.5% |
| All | +2,397.0% | +145.5% | +2,251.5% | +1,600.4% |
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