+1,208.7%
VST vs BRO
+282.3%
+926.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.6% | -7.3% | +6.7% | +2.0% |
| 30D | +1.2% | -6.9% | +8.0% | +3.4% |
| 3M | +1.5% | +10.7% | -9.2% | -4.1% |
| 6M | -6.5% | -2.7% | -3.8% | -7.6% |
| YTD | -7.8% | -16.3% | +8.6% | -3.5% |
| 1Y | -26.9% | -29.1% | +2.2% | -17.9% |
| 3Y | +353.9% | -7.8% | +361.7% | +337.9% |
| 5Y | +782.7% | +18.7% | +764.0% | +612.3% |
| All | +1,208.7% | +282.3% | +926.4% | +527.8% |
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