+55.8%
VXUS vs BROS
+43.3%
+12.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +1.0% | -6.7% | +7.7% | +1.6% |
| 30D | +2.2% | -29.1% | +31.3% | +5.0% |
| 3M | +3.0% | -16.7% | +19.7% | +4.1% |
| 6M | +10.7% | -11.6% | +22.3% | +11.1% |
| YTD | +17.8% | -23.9% | +41.8% | +19.5% |
| 1Y | +27.6% | -34.8% | +62.4% | +30.7% |
| 3Y | +73.3% | +62.1% | +11.2% | +60.8% |
| All | +55.8% | +43.3% | +12.5% | +47.2% |
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