+2.3%
EARN vs VT
+279.1%
-276.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.1% | -4.5% |
| 7D | -11.5% | -4.2% | -7.3% | -7.9% |
| 30D | -9.8% | -5.8% | -4.0% | -4.7% |
| 3M | -21.7% | -5.2% | -16.5% | -17.8% |
| 6M | -26.3% | +0.1% | -26.5% | -26.7% |
| YTD | -28.7% | +8.2% | -36.9% | -34.1% |
| 1Y | -23.6% | +10.1% | -33.7% | -30.6% |
| 3Y | -9.5% | +69.7% | -79.2% | -45.5% |
| 5Y | -43.4% | +53.4% | -96.8% | -62.8% |
| 10Y | -1.3% | +219.2% | -220.5% | -64.1% |
| All | +2.3% | +279.1% | -276.8% | -66.0% |
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