-39.3%
EPC vs VT
+374.2%
-413.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.6% | +0.4% | -1.1% | -1.0% |
| 30D | -1.1% | +1.0% | -2.1% | -1.9% |
| 3M | +47.2% | +2.4% | +44.8% | +43.2% |
| 6M | +36.7% | +12.0% | +24.7% | +23.2% |
| YTD | +71.8% | +15.3% | +56.4% | +50.6% |
| 1Y | +25.3% | +22.6% | +2.7% | +4.1% |
| 3Y | -21.4% | +74.7% | -96.0% | -52.2% |
| 5Y | -23.3% | +66.1% | -89.4% | -52.0% |
| 10Y | -60.0% | +225.0% | -285.0% | -86.1% |
| All | -39.3% | +374.2% | -413.4% | -87.4% |
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