+10.9%
EART vs VT
+65.9%
-55.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.6% |
| 7D | +2.5% | -2.3% | +4.8% | +5.7% |
| 30D | -12.3% | -5.0% | -7.3% | -5.9% |
| 3M | -17.1% | -4.9% | -12.3% | -11.1% |
| 6M | -28.7% | -1.5% | -27.2% | -26.5% |
| YTD | -12.2% | +8.5% | -20.7% | -19.2% |
| 1Y | +5.2% | +11.4% | -6.1% | -6.2% |
| 3Y | +71.7% | +70.1% | +1.6% | -8.1% |
| All | +10.9% | +65.9% | -55.0% | -40.2% |
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