+762.4%
VRT vs BROS
+10.5%
+751.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.5% | -10.1% | -5.3% |
| 7D | +10.5% | +6.3% | +4.2% | +8.7% |
| 30D | -9.3% | -8.3% | -1.0% | -7.3% |
| 3M | -29.6% | -29.8% | +0.2% | -23.3% |
| 6M | -45.4% | -25.8% | -19.5% | -42.6% |
| YTD | +24.8% | -41.4% | +66.2% | +38.7% |
| 1Y | +23.6% | -35.2% | +58.8% | +33.0% |
| 3Y | +379.7% | +32.8% | +346.9% | +318.5% |
| 5Y | +660.3% | -42.2% | +702.5% | +633.5% |
| All | +762.4% | +10.5% | +751.9% | +696.8% |
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