+60.1%
EPAC vs VT
+224.5%
-164.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | +0.4% | -1.2% | -1.2% |
| 30D | +1.0% | +1.0% | 0.0% | -0.1% |
| 3M | +12.5% | +2.4% | +10.1% | +9.2% |
| 6M | -6.9% | +12.0% | -18.9% | -18.5% |
| YTD | -2.4% | +15.3% | -17.7% | -17.4% |
| 1Y | -11.8% | +22.6% | -34.4% | -30.5% |
| 3Y | +42.2% | +74.7% | -32.5% | -25.4% |
| 5Y | +53.4% | +66.1% | -12.8% | -15.1% |
| All | +60.1% | +224.5% | -164.4% | -65.3% |
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