-7.1%
ERAS vs VT
+71.9%
-79.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -10.2% | +0.4% | -10.7% | -10.8% |
| 30D | -13.1% | +1.0% | -14.0% | -14.3% |
| 3M | +22.0% | +2.4% | +19.6% | +18.5% |
| 6M | +7.1% | +12.0% | -4.9% | -8.0% |
| YTD | +335.2% | +15.3% | +319.9% | +255.1% |
| 1Y | +993.9% | +22.6% | +971.3% | +708.1% |
| 3Y | +525.1% | +74.7% | +450.4% | +177.3% |
| 5Y | -32.1% | +66.1% | -98.3% | -65.0% |
| All | -7.1% | +71.9% | -79.0% | -54.7% |
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