-49.5%
EP vs VT
+66.2%
-115.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.1% | +0.4% | -3.5% | -3.5% |
| 30D | +25.7% | +1.0% | +24.7% | +24.6% |
| 3M | +13.8% | +2.4% | +11.4% | +10.7% |
| 6M | -7.9% | +12.0% | -19.9% | -18.8% |
| YTD | +3.0% | +15.3% | -12.4% | -12.3% |
| 1Y | -36.8% | +22.6% | -59.4% | -49.6% |
| 3Y | -64.7% | +74.7% | -139.4% | -78.5% |
| All | -49.5% | +66.2% | -115.7% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling