-50.0%
VTRS vs BRO
+294.2%
-344.2%
-82.0%
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 | -2.2% | -7.3% | +5.1% | +0.5% |
| 30D | +3.3% | -6.9% | +10.2% | +5.8% |
| 3M | +2.0% | +10.7% | -8.7% | -2.4% |
| 6M | +19.9% | -2.7% | +22.6% | +19.9% |
| YTD | +35.7% | -16.3% | +52.1% | +43.0% |
| 1Y | +68.1% | -29.1% | +97.2% | +88.8% |
| 3Y | +87.1% | -7.8% | +94.9% | +82.8% |
| 5Y | +47.6% | +18.7% | +28.9% | +23.3% |
| All | -50.0% | +294.2% | -344.2% | -74.3% |
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