+129.4%
EPI vs VT
+215.5%
-86.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.3% |
| 7D | +6.0% | -2.3% | +8.3% | +7.9% |
| 30D | +8.4% | -5.0% | +13.3% | +12.6% |
| 3M | +0.1% | -4.9% | +5.0% | +3.9% |
| 6M | -1.0% | -1.5% | +0.5% | -0.1% |
| YTD | -6.2% | +8.5% | -14.6% | -12.3% |
| 1Y | -4.7% | +11.4% | -16.1% | -12.9% |
| 3Y | +18.8% | +70.1% | -51.2% | -24.2% |
| 5Y | +21.8% | +53.7% | -32.0% | -15.8% |
| All | +129.4% | +215.5% | -86.1% | -24.8% |
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