+11.4%
VT vs BROS
-40.0%
+51.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -2.3% | -21.2% | +18.9% | 0.0% |
| 30D | -5.0% | -11.6% | +6.6% | -3.8% |
| 3M | -4.9% | -36.7% | +31.8% | -0.6% |
| 6M | -1.5% | -42.8% | +41.3% | +3.0% |
| YTD | +8.5% | -44.8% | +53.3% | +12.1% |
| 1Y | +11.4% | -36.5% | +47.9% | +12.9% |
| All | +11.4% | -40.0% | +51.4% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling