+222.7%
VT vs BRO
+289.6%
-66.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +2.9% | -5.1% | +8.0% | +4.8% |
| 30D | -2.5% | +10.4% | -12.9% | -6.5% |
| 3M | -3.3% | -0.5% | -2.9% | -3.9% |
| 6M | +1.5% | +27.1% | -25.6% | -9.5% |
| YTD | +11.4% | -10.6% | +21.9% | +13.9% |
| 1Y | +11.9% | -11.1% | +23.1% | +14.7% |
| 3Y | +73.9% | -1.0% | +74.8% | +62.6% |
| 5Y | +57.9% | +13.4% | +44.5% | +33.7% |
| All | +222.7% | +289.6% | -66.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling