+55.9%
VZ vs BROS
+25.7%
+30.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -1.0% |
| 7D | +2.1% | -21.2% | +23.4% | +1.8% |
| 30D | +1.4% | -11.6% | +12.9% | +1.3% |
| 3M | -1.3% | -36.7% | +35.4% | -2.1% |
| 6M | -0.5% | -42.8% | +42.3% | -1.5% |
| YTD | +19.6% | -44.8% | +64.5% | +18.8% |
| 1Y | +22.4% | -36.5% | +58.9% | +21.7% |
| 3Y | +55.9% | +27.0% | +28.9% | +52.9% |
| All | +55.9% | +25.7% | +30.2% | +52.9% |
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