+1,021.6%
VRT vs BROS
+38.3%
+983.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.0% | -7.6% | -9.1% |
| 7D | +2.4% | -6.6% | +9.0% | +4.2% |
| 30D | -2.7% | -12.3% | +9.7% | +0.4% |
| 3M | -9.2% | -22.2% | +13.0% | -4.9% |
| 6M | -0.5% | -14.3% | +13.8% | +0.8% |
| YTD | +62.3% | -26.6% | +88.9% | +70.8% |
| 1Y | +109.6% | -31.5% | +141.1% | +122.7% |
| 3Y | +573.1% | +62.3% | +510.8% | +458.6% |
| All | +1,021.6% | +38.3% | +983.3% | +881.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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