+321.7%
VWO vs BRO
+609.8%
-288.1%
-67.7%
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 | -1.8% | -7.3% | +5.5% | +1.7% |
| 30D | -0.1% | -6.9% | +6.8% | +3.0% |
| 3M | +2.2% | +10.7% | -8.4% | -4.0% |
| 6M | +8.8% | -2.7% | +11.4% | +7.6% |
| YTD | +12.4% | -16.3% | +28.7% | +18.8% |
| 1Y | +15.6% | -29.1% | +44.7% | +31.8% |
| 3Y | +62.5% | -7.8% | +70.4% | +55.8% |
| 5Y | +34.3% | +18.7% | +15.5% | +6.6% |
| 10Y | +114.8% | +291.9% | -177.1% | -21.7% |
| All | +321.7% | +609.8% | -288.1% | -1.3% |
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