+16.6%
VZ vs BROS
+3.9%
+12.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | +2.1% | -21.2% | +23.4% | +2.4% |
| 30D | +1.4% | -11.6% | +12.9% | +1.5% |
| 3M | -1.3% | -36.7% | +35.4% | -0.8% |
| 6M | -0.5% | -42.8% | +42.3% | -0.1% |
| YTD | +19.6% | -44.8% | +64.5% | +20.3% |
| 1Y | +22.4% | -36.5% | +58.9% | +22.7% |
| 3Y | +55.9% | +27.0% | +28.9% | +51.3% |
| 5Y | +20.4% | -50.3% | +70.7% | +17.1% |
| All | +16.6% | +3.9% | +12.7% | +14.1% |
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