-34.9%
VST vs BRO
-3.8%
-31.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.2% | -18.0% | -11.8% |
| 7D | -15.7% | +12.2% | -27.9% | -10.9% |
| 30D | -17.0% | +21.3% | -38.2% | -9.3% |
| 3M | -15.9% | +4.1% | -19.9% | -13.3% |
| 6M | -25.0% | +28.9% | -53.9% | -16.7% |
| YTD | -25.1% | -6.6% | -18.5% | -22.4% |
| 1Y | -34.9% | -5.6% | -29.3% | -32.9% |
| All | -34.9% | -3.8% | -31.0% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling