+87.1%
VTRS vs BRO
-7.6%
+94.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.2% | -7.3% | +5.1% | -1.1% |
| 30D | +3.3% | -6.9% | +10.2% | +4.3% |
| 3M | +2.0% | +10.7% | -8.7% | +0.3% |
| 6M | +19.9% | -2.7% | +22.6% | +19.7% |
| YTD | +35.7% | -16.3% | +52.1% | +38.7% |
| 1Y | +68.1% | -29.1% | +97.2% | +77.4% |
| 3Y | +87.1% | -7.8% | +94.9% | +96.0% |
| All | +87.1% | -7.6% | +94.7% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling