+472.2%
EP vs VT
+228.2%
+244.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.6% |
| 7D | -27.2% | -0.3% | -26.9% | -27.0% |
| 30D | -23.1% | -1.4% | -21.7% | -22.0% |
| 3M | -16.6% | -1.4% | -15.2% | -15.4% |
| 6M | -25.9% | +5.5% | -31.4% | -29.9% |
| YTD | -32.2% | +12.8% | -45.1% | -40.4% |
| 1Y | -33.3% | +15.4% | -48.8% | -42.8% |
| 3Y | -75.5% | +76.9% | -152.3% | -85.0% |
| 5Y | -80.7% | +60.4% | -141.1% | -87.3% |
| All | +472.2% | +228.2% | +244.1% | +284.1% |
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