+35.1%
VWO vs BROS
+35.1%
+0.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -1.8% | -5.8% | +4.0% | -1.3% |
| 30D | -0.1% | -14.0% | +13.9% | +1.0% |
| 3M | +2.2% | -32.5% | +34.7% | +5.0% |
| 6M | +8.8% | -14.9% | +23.7% | +9.4% |
| YTD | +12.4% | -28.3% | +40.7% | +14.3% |
| 1Y | +15.6% | -34.0% | +49.6% | +18.0% |
| 3Y | +62.5% | +63.0% | -0.4% | +52.1% |
| All | +35.1% | +35.1% | +0.1% | +31.3% |
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