+70.4%
VXUS vs BROS
+32.8%
+37.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.6% | -3.8% | +2.2% |
| 7D | +0.8% | -17.9% | +18.7% | +2.3% |
| 30D | -1.9% | -5.4% | +3.5% | -1.6% |
| 3M | -4.4% | -32.1% | +27.7% | -1.5% |
| 6M | -2.0% | -31.7% | +29.7% | +0.4% |
| YTD | +11.1% | -41.2% | +52.3% | +14.8% |
| 1Y | +15.1% | -32.6% | +47.7% | +17.5% |
| 3Y | +70.4% | +32.7% | +37.7% | +61.7% |
| All | +70.4% | +32.8% | +37.6% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling