+689.2%
ERO vs VT
+158.9%
+530.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.4% |
| 7D | +0.8% | -0.1% | +0.9% | +1.4% |
| 30D | -18.5% | -3.1% | -15.4% | -14.2% |
| 3M | -16.1% | -3.5% | -12.6% | -10.8% |
| 6M | +7.7% | +0.5% | +7.2% | +10.3% |
| YTD | +8.4% | +10.8% | -2.4% | -1.4% |
| 1Y | +38.7% | +11.9% | +26.8% | +25.0% |
| 3Y | +161.0% | +73.0% | +88.0% | +40.8% |
| 5Y | +66.9% | +58.6% | +8.3% | +1.2% |
| All | +689.2% | +158.9% | +530.3% | +180.7% |
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 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