+728.9%
VRT vs BROS
+8.6%
+720.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.6% |
| 7D | -17.7% | -19.0% | +1.3% | -13.0% |
| 30D | -20.0% | -7.3% | -12.7% | -18.4% |
| 3M | -28.1% | -31.2% | +3.1% | -21.1% |
| 6M | -42.8% | -33.0% | -9.8% | -38.2% |
| YTD | +20.0% | -42.4% | +62.3% | +34.1% |
| 1Y | +3.5% | -37.7% | +41.2% | +12.8% |
| 3Y | +366.1% | +28.2% | +337.9% | +311.0% |
| 5Y | +632.2% | -43.4% | +675.5% | +610.7% |
| All | +728.9% | +8.6% | +720.3% | +670.6% |
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