+96.3%
VTR vs BRO
+294.2%
-197.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.3% | -7.3% | +7.0% | +3.1% |
| 30D | +1.1% | -6.9% | +8.0% | +4.2% |
| 3M | +7.9% | +10.7% | -2.8% | +2.3% |
| 6M | +6.2% | -2.7% | +8.9% | +6.1% |
| YTD | +17.7% | -16.3% | +34.1% | +25.7% |
| 1Y | +32.9% | -29.1% | +62.0% | +53.5% |
| 3Y | +129.7% | -7.8% | +137.5% | +123.5% |
| 5Y | +89.3% | +18.7% | +70.6% | +48.6% |
| All | +96.3% | +294.2% | -197.9% | +15.8% |
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