+64.9%
VZ vs BRO
+294.2%
-229.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.9% | -7.3% | +8.3% | +3.0% |
| 30D | +7.7% | -6.9% | +14.6% | +9.7% |
| 3M | +9.7% | +10.7% | -1.0% | +6.5% |
| 6M | +3.1% | -2.7% | +5.8% | +3.3% |
| YTD | +30.5% | -16.3% | +46.8% | +35.9% |
| 1Y | +22.5% | -29.1% | +51.6% | +33.4% |
| 3Y | +82.4% | -7.8% | +90.2% | +81.7% |
| 5Y | +28.0% | +18.7% | +9.3% | +15.0% |
| All | +64.9% | +294.2% | -229.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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