-23.7%
EPHE vs VT
+223.7%
-247.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -2.2% |
| 7D | +2.0% | +0.4% | +1.6% | +1.6% |
| 30D | +0.3% | -2.6% | +2.9% | +2.2% |
| 3M | -12.0% | -3.2% | -8.7% | -9.9% |
| 6M | -7.5% | +0.9% | -8.5% | -8.6% |
| YTD | -6.5% | +11.3% | -17.8% | -14.4% |
| 1Y | -1.2% | +14.0% | -15.2% | -11.4% |
| 3Y | -0.5% | +75.8% | -76.3% | -37.5% |
| 5Y | -23.9% | +57.8% | -81.8% | -48.2% |
| 10Y | -23.7% | +219.8% | -243.5% | -75.3% |
| All | -23.7% | +223.7% | -247.4% | -75.3% |
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