+1,613.5%
VSH vs BRO
+25,589.7%
-23,976.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +3.1% | -8.6% | +11.7% | +5.6% |
| 30D | -5.7% | -6.9% | +1.2% | -4.1% |
| 3M | -42.5% | +10.5% | -52.9% | -45.3% |
| 6M | +82.7% | -2.8% | +85.5% | +79.0% |
| YTD | +118.2% | -16.1% | +134.4% | +122.4% |
| 1Y | +109.7% | -27.6% | +137.3% | +122.5% |
| 3Y | +35.3% | -7.3% | +42.6% | +31.5% |
| 5Y | +65.6% | +19.0% | +46.6% | +47.8% |
| 10Y | +176.8% | +292.7% | -115.9% | +80.4% |
| All | +1,613.5% | +25,589.7% | -23,976.1% | +785.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling