+363.8%
VT vs BRO
+818.1%
-454.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -0.7% | -3.4% | +2.7% | +0.8% |
| 30D | -1.7% | +12.4% | -14.2% | -7.7% |
| 3M | -2.3% | +0.4% | -2.7% | -3.6% |
| 6M | +1.5% | +29.6% | -28.1% | -12.8% |
| YTD | +12.0% | -9.5% | +21.6% | +13.6% |
| 1Y | +12.9% | -9.9% | +22.8% | +14.5% |
| 3Y | +74.9% | +0.2% | +74.7% | +61.3% |
| 5Y | +59.9% | +16.3% | +43.7% | +31.7% |
| 10Y | +224.6% | +297.2% | -72.5% | +26.6% |
| All | +363.8% | +818.1% | -454.3% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling