+377.4%
VT vs BRO
+816.1%
-438.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | +0.4% | -2.6% | +3.0% | +1.7% |
| 30D | +1.0% | +0.9% | +0.1% | +0.4% |
| 3M | +2.4% | +24.8% | -22.4% | -9.3% |
| 6M | +12.0% | -0.1% | +12.1% | +9.8% |
| YTD | +15.3% | -9.7% | +25.0% | +18.2% |
| 1Y | +22.6% | -24.5% | +47.1% | +36.8% |
| 3Y | +74.7% | -1.6% | +76.3% | +64.0% |
| 5Y | +66.1% | +25.6% | +40.6% | +31.6% |
| 10Y | +225.0% | +309.8% | -84.8% | +25.3% |
| All | +377.4% | +816.1% | -438.7% | +7.9% |
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