+40.9%
VSH vs BRO
-7.6%
+48.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +4.8% | -7.3% | +12.1% | +2.7% |
| 30D | -0.7% | -6.9% | +6.2% | -2.3% |
| 3M | -43.1% | +10.7% | -53.7% | -42.6% |
| 6M | +91.8% | -2.7% | +94.5% | +96.7% |
| YTD | +131.6% | -16.3% | +147.9% | +142.2% |
| 1Y | +118.1% | -29.1% | +147.2% | +135.7% |
| 3Y | +40.9% | -7.8% | +48.7% | +50.6% |
| All | +40.9% | -7.6% | +48.5% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling