+647.0%
VRT vs BROS
-47.0%
+694.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.6% | +3.0% | +7.7% |
| 7D | -10.6% | -17.9% | +7.3% | -5.3% |
| 30D | -17.4% | -5.4% | -12.1% | -16.1% |
| 3M | -26.4% | -32.1% | +5.7% | -18.2% |
| 6M | -41.0% | -31.7% | -9.3% | -36.1% |
| YTD | +23.8% | -41.2% | +65.0% | +39.2% |
| 1Y | +11.6% | -32.6% | +44.2% | +19.6% |
| 3Y | +403.5% | +32.7% | +370.8% | +323.9% |
| 5Y | +647.0% | -44.2% | +691.3% | +649.9% |
| All | +647.0% | -47.0% | +694.1% | +649.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling