+262.4%
VST vs BROS
+25.7%
+236.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.3% | +12.9% | +11.1% |
| 7D | -9.8% | -21.2% | +11.4% | -4.8% |
| 30D | -25.1% | -11.6% | -13.6% | -23.6% |
| 3M | -11.6% | -36.7% | +25.1% | -1.7% |
| 6M | -20.9% | -42.8% | +21.9% | -11.5% |
| YTD | -22.3% | -44.8% | +22.5% | -13.1% |
| 1Y | -32.0% | -36.5% | +4.5% | -27.7% |
| 3Y | +262.4% | +27.0% | +235.4% | +244.5% |
| All | +262.4% | +25.7% | +236.7% | +244.5% |
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 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