+298.0%
VST vs BROS
+27.4%
+270.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +10.9% | -20.4% | +31.4% | +17.0% |
| 30D | -15.6% | -6.1% | -9.5% | -15.0% |
| 3M | -7.8% | -29.4% | +21.6% | -0.2% |
| 6M | -12.0% | -31.5% | +19.6% | -6.3% |
| YTD | -16.9% | -42.8% | +25.9% | -7.8% |
| 1Y | -25.1% | -37.5% | +12.4% | -19.6% |
| All | +298.0% | +27.4% | +270.6% | +275.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling