+777.0%
VST vs BRO
+17.6%
+759.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | +5.3% | -7.6% | +13.0% | +6.6% |
| 30D | +5.8% | -6.9% | +12.6% | +6.8% |
| 3M | +3.5% | +12.8% | -9.3% | -0.2% |
| 6M | -7.4% | -5.9% | -1.5% | -6.8% |
| YTD | -6.1% | -15.9% | +9.8% | -2.7% |
| 1Y | -21.6% | -28.1% | +6.5% | -14.8% |
| 3Y | +357.2% | -7.0% | +364.2% | +350.1% |
| 5Y | +777.0% | +18.0% | +759.0% | +636.0% |
| All | +777.0% | +17.6% | +759.4% | +636.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling