+36.3%
VWO vs BROS
+38.3%
-2.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | +0.2% | -6.6% | +6.8% | +0.7% |
| 30D | +0.9% | -12.3% | +13.2% | +1.8% |
| 3M | +4.3% | -22.2% | +26.5% | +5.8% |
| 6M | +10.5% | -14.3% | +24.8% | +11.2% |
| YTD | +13.4% | -26.6% | +39.9% | +15.1% |
| 1Y | +18.6% | -31.5% | +50.1% | +20.8% |
| 3Y | +65.8% | +62.3% | +3.5% | +55.2% |
| All | +36.3% | +38.3% | -2.0% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling