+622.9%
ERO vs VT
+153.0%
+469.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.1% | -4.8% | -3.2% |
| 7D | -9.7% | -4.2% | -5.6% | -3.9% |
| 30D | -25.9% | -5.8% | -20.1% | -19.0% |
| 3M | -7.7% | -5.2% | -2.4% | +0.6% |
| 6M | +8.8% | +0.1% | +8.7% | +12.0% |
| YTD | -0.7% | +8.2% | -8.9% | -6.9% |
| 1Y | +36.0% | +10.1% | +25.8% | +25.0% |
| 3Y | +107.8% | +69.7% | +38.1% | +15.0% |
| 5Y | +54.6% | +53.4% | +1.2% | -2.2% |
| All | +622.9% | +153.0% | +469.9% | +165.1% |
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