-20.9%
VST vs BROS
-35.3%
+14.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.5% |
| 7D | +8.9% | -6.7% | +15.6% | +9.5% |
| 30D | +6.2% | -29.1% | +35.3% | +8.7% |
| 3M | -2.7% | -16.7% | +14.0% | -2.8% |
| 6M | -8.4% | -11.6% | +3.3% | -9.2% |
| YTD | -7.2% | -23.9% | +16.7% | -8.5% |
| 1Y | -20.9% | -34.8% | +13.9% | -25.5% |
| All | -20.9% | -35.3% | +14.4% | -25.5% |
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