-61.9%
ERX price history and return analytics
+666.3%
-728.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | +1.1% |
| 7D | +0.9% | -2.0% | +2.8% | +6.6% |
| 30D | +12.7% | -1.4% | +14.1% | +16.5% |
| 3M | +22.8% | +4.7% | +18.1% | +3.3% |
| 6M | +32.6% | +11.4% | +21.2% | -12.8% |
| YTD | +101.2% | +13.1% | +88.2% | +25.3% |
| 1Y | +103.7% | +19.0% | +84.7% | +8.0% |
| 3Y | +73.0% | +73.9% | -1.0% | -71.4% |
| 5Y | +484.2% | +65.4% | +418.8% | +3.8% |
| 10Y | -57.1% | +225.4% | -282.5% | -98.0% |
| All | -61.9% | +666.3% | -728.2% | -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