-60.9%
ERX vs VT
+221.4%
-282.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.6% |
| 7D | +0.2% | +1.0% | -0.8% | -2.3% |
| 30D | +26.1% | -0.2% | +26.3% | +26.1% |
| 3M | +22.3% | +4.5% | +17.8% | +5.8% |
| 6M | +27.9% | +14.1% | +13.9% | -16.0% |
| YTD | +100.9% | +14.8% | +86.1% | +28.7% |
| 1Y | +112.5% | +21.2% | +91.3% | +17.0% |
| 3Y | +72.7% | +76.6% | -3.9% | -66.7% |
| 5Y | +484.9% | +66.6% | +418.3% | +28.1% |
| 10Y | -60.9% | +222.3% | -283.2% | -97.8% |
| All | -60.9% | +221.4% | -282.4% | -97.8% |
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