+86.2%
VTR vs BROS
+35.1%
+51.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -0.3% | -5.8% | +5.4% | 0.0% |
| 30D | +1.1% | -14.0% | +15.1% | +2.0% |
| 3M | +7.9% | -32.5% | +40.4% | +10.2% |
| 6M | +6.2% | -14.9% | +21.1% | +6.6% |
| YTD | +17.7% | -28.3% | +46.0% | +19.4% |
| 1Y | +32.9% | -34.0% | +66.9% | +35.3% |
| 3Y | +129.7% | +63.0% | +66.7% | +115.8% |
| All | +86.2% | +35.1% | +51.2% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling