+715.9%
VTV vs BRO
+877.6%
-161.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.1% | -7.3% | +6.2% | +2.3% |
| 30D | -1.0% | -6.9% | +5.8% | +2.0% |
| 3M | +4.6% | +10.7% | -6.0% | -1.2% |
| 6M | +13.5% | -2.7% | +16.2% | +12.9% |
| YTD | +18.5% | -16.3% | +34.8% | +25.9% |
| 1Y | +22.9% | -29.1% | +52.0% | +40.7% |
| 3Y | +67.8% | -7.8% | +75.7% | +65.0% |
| 5Y | +81.8% | +18.7% | +63.1% | +52.2% |
| 10Y | +233.0% | +291.9% | -58.9% | +50.8% |
| All | +715.9% | +877.6% | -161.6% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling