+35.9%
EARN vs VT
+304.0%
-268.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | +4.0% | +1.0% | +3.0% | +3.0% |
| 3M | -2.7% | +2.4% | -5.1% | -5.2% |
| 6M | +1.0% | +12.0% | -11.0% | -9.4% |
| YTD | -5.2% | +15.3% | -20.6% | -17.3% |
| 1Y | -6.7% | +22.6% | -29.3% | -23.2% |
| 3Y | +10.0% | +74.7% | -64.7% | -35.3% |
| 5Y | -17.8% | +66.1% | -83.9% | -49.8% |
| 10Y | +19.4% | +225.0% | -205.6% | -58.0% |
| All | +35.9% | +304.0% | -268.1% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling