-100.0%
ERY vs VT
+677.8%
-777.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -3.7% |
| 7D | 0.0% | +1.0% | -1.0% | +2.8% |
| 30D | -21.7% | -0.2% | -21.4% | -22.6% |
| 3M | -21.1% | +4.5% | -25.7% | -13.3% |
| 6M | -28.3% | +14.1% | -42.3% | -3.2% |
| YTD | -55.6% | +14.8% | -70.4% | -39.1% |
| 1Y | -58.9% | +21.2% | -80.1% | -34.0% |
| 3Y | -59.9% | +76.6% | -136.5% | +112.4% |
| 5Y | -94.1% | +66.6% | -160.7% | -71.9% |
| 10Y | -98.4% | +222.3% | -320.6% | +139.7% |
| All | -100.0% | +677.8% | -777.8% | +142.7% |
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