+456.2%
ERX vs VT
+66.2%
+390.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +4.5% | +0.4% | +4.0% | +3.8% |
| 30D | +23.6% | +1.0% | +22.7% | +21.8% |
| 3M | +17.6% | +2.4% | +15.2% | +12.6% |
| 6M | +26.7% | +12.0% | +14.7% | +4.7% |
| YTD | +96.2% | +15.3% | +80.9% | +54.8% |
| 1Y | +98.8% | +22.6% | +76.2% | +42.4% |
| 3Y | +73.8% | +74.7% | -0.9% | -26.4% |
| All | +456.2% | +66.2% | +390.0% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling