+4.3%
EARN vs VT
+217.6%
-213.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.2% |
| 7D | -0.6% | -0.1% | -0.5% | -0.2% |
| 30D | -0.2% | -3.1% | +2.9% | +3.1% |
| 3M | -19.0% | -3.5% | -15.5% | -16.0% |
| 6M | -24.5% | +0.5% | -25.0% | -25.2% |
| YTD | -24.6% | +10.8% | -35.4% | -32.5% |
| 1Y | -21.6% | +11.9% | -33.5% | -30.6% |
| 3Y | -0.8% | +73.0% | -73.8% | -44.9% |
| 5Y | -39.5% | +58.6% | -98.1% | -63.4% |
| 10Y | +4.3% | +219.2% | -214.9% | -70.2% |
| All | +4.3% | +217.6% | -213.3% | -70.2% |
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