-62.9%
ERX vs VT
+681.8%
-744.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +4.5% | +0.4% | +4.0% | +3.0% |
| 30D | +23.6% | +1.0% | +22.7% | +19.5% |
| 3M | +17.6% | +2.4% | +15.2% | +5.2% |
| 6M | +26.7% | +12.0% | +14.7% | -18.0% |
| YTD | +96.2% | +15.3% | +80.9% | +15.7% |
| 1Y | +98.8% | +22.6% | +76.2% | -2.9% |
| 3Y | +73.8% | +74.7% | -0.9% | -71.5% |
| 5Y | +449.8% | +66.1% | +383.7% | -2.8% |
| 10Y | -57.1% | +225.0% | -282.1% | -98.0% |
| All | -62.9% | +681.8% | -744.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling