+58.6%
VT vs BRO
+18.4%
+40.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.7% |
| 7D | -0.1% | +1.6% | -1.8% | -0.5% |
| 30D | -3.1% | +14.6% | -17.7% | -6.1% |
| 3M | -3.5% | +0.9% | -4.4% | -4.0% |
| 6M | +0.5% | +28.3% | -27.9% | -6.5% |
| YTD | +10.8% | -8.9% | +19.7% | +13.1% |
| 1Y | +11.9% | -7.5% | +19.4% | +13.5% |
| 3Y | +73.0% | +0.9% | +72.0% | +64.2% |
| 5Y | +58.6% | +18.0% | +40.6% | +34.0% |
| All | +58.6% | +18.4% | +40.2% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling