-97.4%
EONR vs VT
+69.1%
-166.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.9% |
| 7D | -5.9% | +2.4% | -8.2% | -5.1% |
| 30D | -44.7% | -1.5% | -43.2% | -45.0% |
| 3M | -45.6% | -4.1% | -41.5% | -46.5% |
| 6M | -59.6% | +0.6% | -60.1% | -59.2% |
| YTD | -33.3% | +11.0% | -44.4% | -30.8% |
| 1Y | -44.0% | +13.3% | -57.3% | -41.9% |
| 3Y | -97.4% | +73.4% | -170.8% | -97.4% |
| All | -97.4% | +69.1% | -166.6% | -97.4% |
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