+76.8%
VUG vs BROS
+38.3%
+38.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | +0.1% | -6.6% | +6.7% | +1.1% |
| 30D | -1.7% | -12.3% | +10.7% | +0.1% |
| 3M | +2.8% | -22.2% | +25.0% | +5.9% |
| 6M | +13.6% | -14.3% | +27.9% | +14.7% |
| YTD | +8.1% | -26.6% | +34.6% | +11.4% |
| 1Y | +13.1% | -31.5% | +44.6% | +17.3% |
| 3Y | +87.0% | +62.3% | +24.7% | +63.2% |
| All | +76.8% | +38.3% | +38.5% | +60.1% |
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