+995.9%
VZ vs BRO
+26,306.1%
-25,310.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.1% | +1.2% |
| 7D | +0.2% | -5.4% | +5.6% | +1.0% |
| 30D | +7.1% | -4.3% | +11.4% | +7.8% |
| 3M | +12.8% | +17.8% | -5.0% | +9.9% |
| 6M | +1.8% | -6.8% | +8.6% | +2.6% |
| YTD | +30.0% | -13.8% | +43.8% | +32.3% |
| 1Y | +24.3% | -27.8% | +52.1% | +29.8% |
| 3Y | +84.3% | -4.7% | +89.0% | +83.9% |
| 5Y | +25.9% | +20.6% | +5.3% | +20.2% |
| 10Y | +61.1% | +293.7% | -232.7% | +29.7% |
| All | +995.9% | +26,306.1% | -25,310.2% | +669.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling