+608.4%
VST vs BROS
-43.5%
+651.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.6% | -2.4% |
| 7D | +6.6% | +6.3% | +0.3% | +5.3% |
| 30D | -12.4% | -8.3% | -4.0% | -11.4% |
| 3M | -9.0% | -29.8% | +20.8% | -3.4% |
| 6M | -6.4% | -25.8% | +19.4% | -3.2% |
| YTD | -17.2% | -41.4% | +24.2% | -10.8% |
| 1Y | -22.0% | -35.2% | +13.1% | -18.0% |
| 3Y | +296.7% | +32.8% | +263.9% | +270.5% |
| All | +608.4% | -43.5% | +651.8% | +570.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling