+19.0%
VT vs BRO
-27.9%
+46.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.9% |
| 7D | -2.0% | -8.6% | +6.6% | -2.8% |
| 30D | -1.4% | -6.9% | +5.5% | -2.0% |
| 3M | +4.7% | +10.5% | -5.7% | +5.6% |
| 6M | +11.4% | -2.8% | +14.1% | +12.0% |
| YTD | +13.1% | -16.1% | +29.2% | +13.2% |
| 1Y | +19.0% | -27.6% | +46.6% | +18.6% |
| All | +19.0% | -27.9% | +46.9% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling