+75.5%
EPAC vs VT
+214.8%
-139.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.2% | -2.6% |
| 7D | -0.7% | -4.2% | +3.5% | +4.2% |
| 30D | +9.7% | -5.8% | +15.5% | +17.3% |
| 3M | +6.0% | -5.2% | +11.3% | +12.5% |
| 6M | +11.8% | +0.1% | +11.6% | +11.0% |
| YTD | +2.5% | +8.2% | -5.7% | -6.8% |
| 1Y | -4.8% | +10.1% | -14.9% | -15.2% |
| 3Y | +40.0% | +69.7% | -29.7% | -23.9% |
| 5Y | +73.5% | +53.4% | +20.1% | +5.7% |
| All | +75.5% | +214.8% | -139.3% | -59.2% |
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