+297.8%
VTI vs BRO
+294.2%
+3.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.9% | -7.3% | +6.4% | +2.3% |
| 30D | -1.4% | -6.9% | +5.4% | +1.4% |
| 3M | +3.6% | +10.7% | -7.1% | -2.2% |
| 6M | +13.6% | -2.7% | +16.3% | +13.0% |
| YTD | +12.9% | -16.3% | +29.2% | +19.9% |
| 1Y | +17.2% | -29.1% | +46.3% | +34.4% |
| 3Y | +75.7% | -7.8% | +83.5% | +69.4% |
| 5Y | +75.4% | +18.7% | +56.7% | +41.2% |
| All | +297.8% | +294.2% | +3.5% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling