+57.5%
ERIC vs VT
+345.0%
-287.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -1.1% |
| 7D | -6.3% | -4.2% | -2.1% | -1.7% |
| 30D | +10.7% | -5.8% | +16.5% | +18.4% |
| 3M | +5.5% | -5.2% | +10.8% | +12.1% |
| 6M | -11.0% | +0.1% | -11.1% | -11.0% |
| YTD | +11.7% | +8.2% | +3.4% | +2.2% |
| 1Y | +10.5% | +10.1% | +0.4% | -0.9% |
| 3Y | +149.0% | +69.7% | +79.3% | +36.8% |
| 5Y | +15.5% | +53.4% | -37.9% | -28.8% |
| 10Y | +183.7% | +219.2% | -35.6% | -25.1% |
| All | +57.5% | +345.0% | -287.5% | -72.9% |
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 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