-100.0%
ERNA vs VT
+222.7%
-322.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.6% | -6.7% |
| 7D | -2.2% | +2.9% | -5.1% | -4.6% |
| 30D | -19.0% | -2.5% | -16.5% | -16.8% |
| 3M | -59.5% | -3.3% | -56.2% | -58.2% |
| 6M | -85.1% | +1.5% | -86.6% | -85.3% |
| YTD | -94.0% | +11.4% | -105.4% | -94.7% |
| 1Y | -95.6% | +11.9% | -107.5% | -96.1% |
| 3Y | -99.6% | +73.9% | -173.5% | -99.8% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| All | -100.0% | +222.7% | -322.7% | -100.0% |
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 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