+66.1%
ERTH vs VT
+224.4%
-158.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.4% |
| 7D | -2.9% | -0.7% | -2.2% | -2.3% |
| 30D | -1.2% | -1.7% | +0.6% | +0.6% |
| 3M | -11.5% | -2.3% | -9.2% | -9.3% |
| 6M | -17.4% | +1.5% | -18.9% | -18.8% |
| YTD | -10.8% | +12.0% | -22.8% | -21.5% |
| 1Y | -14.1% | +12.9% | -26.9% | -25.0% |
| 3Y | +7.6% | +74.9% | -67.4% | -42.2% |
| 5Y | -38.6% | +59.9% | -98.5% | -63.3% |
| 10Y | +66.1% | +224.6% | -158.6% | -53.5% |
| All | +66.1% | +224.4% | -158.3% | -53.5% |
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