+69.0%
ERTH vs VT
+215.5%
-146.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +2.6% | -2.3% | +4.9% | +5.2% |
| 30D | -0.7% | -5.0% | +4.3% | +5.0% |
| 3M | -9.5% | -4.9% | -4.7% | -4.4% |
| 6M | -15.9% | -1.5% | -14.4% | -14.5% |
| YTD | -9.9% | +8.5% | -18.4% | -17.8% |
| 1Y | -11.4% | +11.4% | -22.8% | -21.5% |
| 3Y | +4.2% | +70.1% | -65.9% | -42.2% |
| 5Y | -37.9% | +53.7% | -91.6% | -61.2% |
| All | +69.0% | +215.5% | -146.6% | -50.4% |
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