-34.9%
VST vs BROS
-18.6%
-16.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.9% | -14.8% | -13.9% |
| 7D | -15.7% | +2.5% | -18.2% | -15.8% |
| 30D | -17.0% | +15.1% | -32.0% | -17.8% |
| 3M | -15.9% | -31.4% | +15.5% | -13.6% |
| 6M | -25.0% | -22.6% | -2.4% | -24.8% |
| YTD | -25.1% | -28.1% | +3.0% | -26.8% |
| 1Y | -34.9% | -20.3% | -14.6% | -35.2% |
| All | -34.9% | -18.6% | -16.2% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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