-66.0%
ERX vs VT
+635.3%
-701.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -1.0% |
| 7D | -23.0% | -2.3% | -20.6% | -18.5% |
| 30D | -6.9% | -5.0% | -2.0% | +5.2% |
| 3M | +10.3% | -4.9% | +15.2% | +22.5% |
| 6M | +13.3% | -1.5% | +14.8% | +8.7% |
| YTD | +79.8% | +8.5% | +71.3% | +22.4% |
| 1Y | +85.1% | +11.4% | +73.8% | +16.0% |
| 3Y | +79.3% | +70.1% | +9.2% | -69.0% |
| 5Y | +247.7% | +53.7% | +193.9% | -25.4% |
| 10Y | -58.1% | +220.0% | -278.1% | -98.1% |
| All | -66.0% | +635.3% | -701.3% | -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