+89.4%
ERH vs VT
+374.2%
-284.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +1.0% | +0.4% | +0.5% | +0.7% |
| 30D | -2.1% | +1.0% | -3.0% | -2.7% |
| 3M | -1.4% | +2.4% | -3.8% | -3.3% |
| 6M | -6.4% | +12.0% | -18.4% | -13.8% |
| YTD | +2.6% | +15.3% | -12.8% | -7.6% |
| 1Y | +4.4% | +22.6% | -18.2% | -9.9% |
| 3Y | +52.5% | +74.7% | -22.2% | +1.4% |
| 5Y | +13.5% | +66.1% | -52.6% | -22.9% |
| 10Y | +84.9% | +225.0% | -140.1% | -25.2% |
| All | +89.4% | +374.2% | -284.8% | -44.7% |
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 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