+798.1%
ERO vs VT
+169.6%
+628.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -10.1% | +0.4% | -10.6% | -10.6% |
| 30D | +14.7% | +1.0% | +13.7% | +13.5% |
| 3M | +13.5% | +2.4% | +11.1% | +11.7% |
| 6M | +10.1% | +12.0% | -1.9% | -3.0% |
| YTD | +23.4% | +15.3% | +8.0% | +5.1% |
| 1Y | +137.7% | +22.6% | +115.2% | +88.3% |
| 3Y | +71.5% | +74.7% | -3.2% | -10.0% |
| 5Y | +75.1% | +66.1% | +9.0% | -1.0% |
| All | +798.1% | +169.6% | +628.5% | +199.1% |
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