+635.3%
VST vs BROS
-43.7%
+679.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.7% |
| 7D | -6.0% | -19.0% | +13.0% | -2.5% |
| 30D | -18.8% | -7.3% | -11.5% | -18.0% |
| 3M | -8.0% | -31.2% | +23.2% | -1.9% |
| 6M | -10.9% | -33.0% | +22.1% | -5.8% |
| YTD | -18.3% | -42.4% | +24.0% | -11.7% |
| 1Y | -29.9% | -37.7% | +7.8% | -25.7% |
| 3Y | +290.3% | +28.2% | +262.1% | +267.0% |
| 5Y | +635.3% | -43.4% | +678.7% | +603.0% |
| All | +635.3% | -43.7% | +679.0% | +603.0% |
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 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