+49.8%
ERIC vs VT
+374.2%
-324.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +0.4% | +1.1% | +1.0% |
| 30D | +0.4% | +1.0% | -0.6% | -0.7% |
| 3M | -24.3% | +2.4% | -26.7% | -26.3% |
| 6M | -10.2% | +12.0% | -22.2% | -20.9% |
| YTD | +6.2% | +15.3% | -9.1% | -9.5% |
| 1Y | +31.5% | +22.6% | +8.9% | +4.4% |
| 3Y | +120.8% | +74.7% | +46.2% | +17.2% |
| 5Y | +0.5% | +66.1% | -65.6% | -43.4% |
| 10Y | +84.2% | +225.0% | -140.8% | -52.3% |
| All | +49.8% | +374.2% | -324.4% | -76.0% |
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