-21.1%
VST vs BROS
-41.1%
+20.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.1% |
| 7D | +19.2% | -2.5% | +21.6% | +19.4% |
| 30D | -17.2% | -11.2% | -5.9% | -16.3% |
| 3M | -8.1% | -33.9% | +25.8% | -5.3% |
| 6M | -8.1% | -33.5% | +25.3% | -7.6% |
| YTD | -16.3% | -44.9% | +28.7% | -17.7% |
| All | -21.1% | -41.1% | +20.0% | -20.2% |
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