+136.6%
EPI vs VT
+223.7%
-87.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -0.8% |
| 7D | +5.5% | +0.4% | +5.1% | +5.1% |
| 30D | +10.3% | -2.6% | +12.9% | +12.4% |
| 3M | +0.7% | -3.2% | +3.9% | +3.2% |
| 6M | +0.7% | +0.9% | -0.3% | -0.4% |
| YTD | -5.0% | +11.3% | -16.3% | -13.0% |
| 1Y | -3.9% | +14.0% | -17.9% | -13.8% |
| 3Y | +20.7% | +75.8% | -55.1% | -25.0% |
| 5Y | +22.4% | +57.8% | -35.4% | -17.1% |
| 10Y | +136.6% | +219.8% | -83.2% | -24.1% |
| All | +136.6% | +223.7% | -87.1% | -24.1% |
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