+780.8%
VST vs BROS
+43.3%
+737.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +8.9% | -6.7% | +15.6% | +10.1% |
| 30D | +6.2% | -29.1% | +35.3% | +11.8% |
| 3M | -2.7% | -16.7% | +14.0% | -0.8% |
| 6M | -8.4% | -11.6% | +3.3% | -7.9% |
| YTD | -7.2% | -23.9% | +16.7% | -4.7% |
| 1Y | -20.9% | -34.8% | +13.9% | -17.0% |
| 3Y | +384.0% | +62.1% | +321.9% | +350.1% |
| All | +780.8% | +43.3% | +737.5% | +739.3% |
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