+53.4%
VT vs BROS
-51.1%
+104.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -21.4% | +17.3% | -1.5% |
| 7D | -4.2% | -21.4% | +17.2% | -1.6% |
| 30D | -5.8% | -11.5% | +5.7% | -4.7% |
| 3M | -5.2% | -47.4% | +42.1% | +1.6% |
| 6M | +0.1% | -39.5% | +39.7% | +5.1% |
| YTD | +8.2% | -43.5% | +51.8% | +14.0% |
| 1Y | +10.1% | -37.8% | +47.9% | +14.4% |
| 3Y | +69.7% | +30.5% | +39.2% | +54.5% |
| 5Y | +53.4% | -49.1% | +102.5% | +47.3% |
| All | +53.4% | -51.1% | +104.5% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling