+1,216.9%
VST vs BRO
+312.5%
+904.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.1% |
| 7D | +8.9% | -2.6% | +11.5% | +9.9% |
| 30D | +6.2% | +0.9% | +5.3% | +5.7% |
| 3M | -2.7% | +24.8% | -27.5% | -12.1% |
| 6M | -8.4% | -0.1% | -8.3% | -9.9% |
| YTD | -7.2% | -9.7% | +2.5% | -5.3% |
| 1Y | -20.9% | -24.5% | +3.6% | -12.9% |
| 3Y | +384.0% | -1.6% | +385.6% | +357.5% |
| 5Y | +757.1% | +25.6% | +731.5% | +582.6% |
| All | +1,216.9% | +312.5% | +904.3% | +515.7% |
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