+5.0%
EARN vs VT
+223.7%
-218.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +1.7% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +2.5% | -2.6% | +5.1% | +5.4% |
| 3M | -17.5% | -3.2% | -14.3% | -14.7% |
| 6M | -22.5% | +0.9% | -23.4% | -23.5% |
| YTD | -22.5% | +11.3% | -33.9% | -31.0% |
| 1Y | -20.2% | +14.0% | -34.2% | -30.7% |
| 3Y | +1.7% | +75.8% | -74.1% | -44.5% |
| 5Y | -37.7% | +57.8% | -95.5% | -62.1% |
| 10Y | +5.0% | +219.8% | -214.8% | -70.4% |
| All | +5.0% | +223.7% | -218.7% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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