+62.3%
VT vs BROS
+3.7%
+58.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.2% |
| 7D | +2.9% | -2.5% | +5.4% | +3.1% |
| 30D | -2.5% | -11.2% | +8.7% | -1.5% |
| 3M | -3.3% | -33.9% | +30.6% | +0.5% |
| 6M | +1.5% | -33.5% | +35.0% | +4.9% |
| YTD | +11.4% | -44.9% | +56.3% | +16.8% |
| 1Y | +11.9% | -41.5% | +53.4% | +16.5% |
| 3Y | +73.9% | +22.4% | +51.4% | +63.0% |
| 5Y | +57.9% | -45.7% | +103.6% | +51.5% |
| All | +62.3% | +3.7% | +58.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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