-98.5%
ERY vs VT
+229.8%
-328.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | +1.5% |
| 7D | -3.1% | -1.1% | -2.0% | -5.9% |
| 30D | -11.9% | -1.0% | -11.0% | -14.5% |
| 3M | -25.1% | +3.2% | -28.2% | -20.7% |
| 6M | -27.8% | +12.5% | -40.3% | -8.4% |
| YTD | -56.0% | +14.1% | -70.1% | -42.1% |
| 1Y | -57.5% | +18.9% | -76.4% | -37.4% |
| 3Y | -61.3% | +74.1% | -135.4% | +79.7% |
| 5Y | -94.2% | +66.9% | -161.0% | -75.3% |
| All | -98.5% | +229.8% | -328.2% | +141.3% |
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 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