+18.8%
VZ vs BROS
+3.7%
+15.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | -0.1% |
| 7D | +0.9% | -2.5% | +3.4% | +1.0% |
| 30D | +6.9% | -11.2% | +18.2% | +7.0% |
| 3M | +0.6% | -33.9% | +34.5% | +1.0% |
| 6M | +0.3% | -33.5% | +33.8% | +0.6% |
| YTD | +21.9% | -44.9% | +66.8% | +22.5% |
| 1Y | +21.7% | -41.5% | +63.2% | +22.1% |
| 3Y | +58.5% | +22.4% | +36.1% | +54.1% |
| 5Y | +22.4% | -45.7% | +68.1% | +19.2% |
| All | +18.8% | +3.7% | +15.1% | +16.2% |
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