+15.9%
EPM vs VOO
+81.3%
-65.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.5% |
| 7D | +3.8% | -2.0% | +5.8% | +5.2% |
| 30D | +1.9% | -1.7% | +3.5% | +3.0% |
| 3M | -8.9% | +4.7% | -13.6% | -12.4% |
| 6M | -13.5% | +12.6% | -26.0% | -21.8% |
| YTD | +14.6% | +11.8% | +2.9% | +4.1% |
| 1Y | -18.2% | +17.5% | -35.8% | -28.8% |
| 3Y | -42.8% | +77.0% | -119.8% | -64.8% |
| All | +15.9% | +81.3% | -65.4% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling