+54.0%
VXUS vs BROS
+38.3%
+15.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | +0.3% | -6.6% | +6.9% | +0.9% |
| 30D | +0.7% | -12.3% | +13.0% | +1.7% |
| 3M | +4.8% | -22.2% | +27.0% | +6.5% |
| 6M | +11.3% | -14.3% | +25.6% | +12.1% |
| YTD | +16.5% | -26.6% | +43.1% | +18.6% |
| 1Y | +24.3% | -31.5% | +55.8% | +26.9% |
| 3Y | +74.5% | +62.3% | +12.2% | +61.9% |
| All | +54.0% | +38.3% | +15.7% | +46.0% |
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