-62.3%
ERX vs VT
+223.7%
-286.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -5.0% |
| 7D | -15.3% | +0.4% | -15.7% | -16.7% |
| 30D | -10.6% | -2.6% | -8.0% | -6.2% |
| 3M | +14.0% | -3.2% | +17.3% | +20.0% |
| 6M | +20.0% | +0.9% | +19.1% | +9.4% |
| YTD | +81.7% | +11.3% | +70.4% | +22.7% |
| 1Y | +81.9% | +14.0% | +67.9% | +14.9% |
| 3Y | +95.7% | +75.8% | +19.9% | -62.5% |
| 5Y | +241.9% | +57.8% | +184.1% | -14.3% |
| 10Y | -62.3% | +219.8% | -282.1% | -97.7% |
| All | -62.3% | +223.7% | -286.0% | -97.7% |
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