+192.7%
VSH vs BRO
+294.2%
-101.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +4.8% | -7.3% | +12.1% | +7.9% |
| 30D | -0.7% | -6.9% | +6.2% | +1.6% |
| 3M | -43.1% | +10.7% | -53.7% | -47.7% |
| 6M | +91.8% | -2.7% | +94.5% | +86.0% |
| YTD | +131.6% | -16.3% | +147.9% | +141.8% |
| 1Y | +118.1% | -29.1% | +147.2% | +148.9% |
| 3Y | +40.9% | -7.8% | +48.7% | +29.7% |
| 5Y | +75.8% | +18.7% | +57.0% | +27.7% |
| All | +192.7% | +294.2% | -101.5% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling