+637.5%
VST vs BROS
+3.9%
+633.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.3% | +12.9% | +10.9% |
| 7D | -9.8% | -21.2% | +11.4% | -6.6% |
| 30D | -25.1% | -11.6% | -13.6% | -24.1% |
| 3M | -11.6% | -36.7% | +25.1% | -5.4% |
| 6M | -20.9% | -42.8% | +21.9% | -14.9% |
| YTD | -22.3% | -44.8% | +22.5% | -16.4% |
| 1Y | -32.0% | -36.5% | +4.5% | -28.8% |
| 3Y | +262.4% | +27.0% | +235.4% | +251.0% |
| 5Y | +563.4% | -50.3% | +613.7% | +540.2% |
| All | +637.5% | +3.9% | +633.6% | +636.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling