+75.8%
VT vs BROS
+32.8%
+43.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.0% | +1.9% |
| 7D | +0.4% | -17.9% | +18.3% | +2.2% |
| 30D | -2.6% | -5.4% | +2.8% | -2.3% |
| 3M | -3.2% | -32.1% | +28.8% | +0.2% |
| 6M | +0.9% | -31.7% | +32.6% | +3.8% |
| YTD | +11.3% | -41.2% | +52.5% | +15.7% |
| 1Y | +14.0% | -32.6% | +46.6% | +16.7% |
| 3Y | +75.8% | +32.7% | +43.2% | +68.1% |
| All | +75.8% | +32.8% | +43.1% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling