-64.6%
EROC vs VT
-0.7%
-63.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.1% | -12.3% | -2.0% |
| 7D | -26.0% | -4.2% | -21.8% | -13.0% |
| 30D | -51.3% | -5.8% | -45.5% | -38.3% |
| 3M | -38.1% | -5.2% | -32.9% | -21.5% |
| All | -64.6% | -0.7% | -63.9% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling