-26.4%
EPHE vs VT
+222.7%
-249.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.8% | +0.4% | +1.4% | +1.5% |
| 30D | -6.0% | +1.0% | -7.0% | -6.8% |
| 3M | +0.1% | +2.4% | -2.3% | -1.9% |
| 6M | -6.3% | +12.0% | -18.3% | -14.5% |
| YTD | -0.8% | +15.3% | -16.1% | -11.5% |
| 1Y | -3.3% | +22.6% | -25.9% | -18.0% |
| 3Y | +6.2% | +74.7% | -68.4% | -33.0% |
| 5Y | -11.8% | +66.1% | -77.9% | -42.6% |
| All | -26.4% | +222.7% | -249.2% | -76.8% |
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