+42.1%
EPM vs VOO
+812.0%
-769.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | +0.3% | +0.5% | -0.3% | -0.3% |
| 30D | +1.4% | -0.9% | +2.3% | +2.3% |
| 3M | -13.2% | +3.9% | -17.1% | -17.5% |
| 6M | -14.8% | +14.5% | -29.4% | -28.1% |
| YTD | +10.5% | +13.0% | -2.5% | -5.5% |
| 1Y | -20.3% | +19.4% | -39.7% | -36.1% |
| 3Y | -44.9% | +78.9% | -123.8% | -72.8% |
| 5Y | +22.5% | +82.3% | -59.8% | -41.8% |
| 10Y | +14.3% | +314.2% | -299.9% | -79.0% |
| All | +42.1% | +812.0% | -769.9% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling