+27.9%
VTV vs BRO
-3.6%
+31.5%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +1.3% |
| 7D | +1.8% | +12.4% | -10.7% | +1.3% |
| 30D | +6.0% | +21.6% | -15.6% | +5.3% |
| 3M | +3.7% | +4.3% | -0.7% | +3.4% |
| 6M | +13.9% | +29.2% | -15.2% | +13.2% |
| YTD | +22.8% | -6.4% | +29.1% | +25.0% |
| 1Y | +27.9% | -5.3% | +33.2% | +30.1% |
| All | +27.9% | -3.6% | +31.5% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling