+99.6%
ERH vs VT
+224.4%
-124.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.6% |
| 7D | +0.7% | -0.7% | +1.4% | +1.1% |
| 30D | +3.7% | -1.7% | +5.4% | +4.6% |
| 3M | -3.7% | -2.3% | -1.4% | -2.5% |
| 6M | -7.0% | +1.5% | -8.5% | -8.1% |
| YTD | -0.2% | +12.0% | -12.3% | -7.2% |
| 1Y | -6.2% | +12.9% | -19.1% | -13.2% |
| 3Y | +62.8% | +74.9% | -12.1% | +14.0% |
| 5Y | +12.5% | +59.9% | -47.4% | -17.6% |
| 10Y | +99.6% | +224.6% | -125.1% | -4.9% |
| All | +99.6% | +224.4% | -124.8% | -4.9% |
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