+77.7%
VUG vs BROS
+41.2%
+36.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -1.4% | -13.5% | +12.0% | +0.6% |
| 3M | +2.3% | -18.4% | +20.8% | +4.6% |
| 6M | +15.7% | -10.6% | +26.3% | +16.1% |
| YTD | +8.6% | -25.1% | +33.7% | +11.6% |
| 1Y | +14.1% | -28.6% | +42.7% | +17.6% |
| 3Y | +87.9% | +65.6% | +22.3% | +63.5% |
| All | +77.7% | +41.2% | +36.5% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling