+567.1%
VST vs BROS
+6.4%
+560.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -21.4% | +15.3% | -2.7% |
| 7D | -19.9% | -21.4% | +1.5% | -17.0% |
| 30D | -29.7% | -11.5% | -18.2% | -28.6% |
| 3M | -19.6% | -47.4% | +27.8% | -11.6% |
| 6M | -29.4% | -39.5% | +10.1% | -24.7% |
| YTD | -29.7% | -43.5% | +13.8% | -24.6% |
| 1Y | -40.0% | -37.8% | -2.3% | -37.0% |
| 3Y | +231.0% | +30.5% | +200.5% | +219.4% |
| 5Y | +500.1% | -49.1% | +549.2% | +477.2% |
| All | +567.1% | +6.4% | +560.7% | +563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling